Sampling from Linear Multivariate Densities
It is well known that the generation of random vectors with non-independent components is difficult. Nevertheless, we propose a new and very simple generation algorithm for multivariate linear densities over point-symmetric domains. Among other applications it can be used to design a simple decompo...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
| Published: |
WU Vienna University of Economics and Business
2009
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| Subjects: | |
| Online Access: | http://epub.wu.ac.at/3192/1/Report111.pdf |