NORTA Initialization for Random VectorGeneration by Numerical Methods
碩士 === 中原大學 === 工業工程研究所 === 90 === ABSTRACT NORTA Initialization for Random Vector Generation by Numerical Methods Jui-Chih Yen We propose a numerical method for generating observations of a n-dimensional random vector with arbitrarily specified marginal distributions and correlation matrix. Our...
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| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46247187635292900360 |