An Approximate Method for Sampling Correlated Random Variables from Partially-Specified Distributions
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DOI: 10.1287/mnsc.44.2.203
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References listed on IDEAS
- Parrish, Rudolph S., 1990. "Generating random deviates from multivariate Pearson distributions," Computational Statistics & Data Analysis, Elsevier, vol. 9(3), pages 283-295, May.
- Allen Fleishman, 1978. "A method for simulating non-normal distributions," Psychometrika, Springer;The Psychometric Society, vol. 43(4), pages 521-532, December.
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Keywords
Simulation; Random Number Generation; Correlation; Gauss-Newton Method;All these keywords.
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