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Generating correlated random variables for a simulation model

Author

Listed:
  • D C Myers

    (Bowling Green State University)

  • A B Yeh

    (Bowling Green State University)

Abstract

In most simulation textbooks, a great deal of attention is given to generating independent random variables. The topic of generating correlated random variables is either omitted or given only a cursory analysis. The purpose of this note is to illustrate how correlated random variables were generated in a simulation model for analysing a firm's ability to meet the demand for its product.

Suggested Citation

  • D C Myers & A B Yeh, 1999. "Generating correlated random variables for a simulation model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 50(2), pages 183-186, February.
    • Handle: RePEc:pal:jorsoc:v:50:y:1999:i:2:d:10.1057_palgrave.jors.2600681
    DOI: 10.1057/palgrave.jors.2600681
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    Keywords

    dependent random variables; simulation;

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