Skip to content
Licensed Unlicensed Requires Authentication Published by De Gruyter 2003

Modelling correlated random variables

  • I.M. Sobol and E.E. Myshetskaya
From the journal

A sampling problem with incomplete data is considered: modelling of a random vector when only marginal distributions of its components and their correlation coefficients are known. Simplest modelling algorithms for such problems include repeated use of random values, and the realized joint distributions are singular. An alternative method without singularities is proposed.

Published Online: --
Published in Print: 2003-01-01

Copyright 2003, Walter de Gruyter

Downloaded on 4.8.2023 from https://www.degruyter.com/document/doi/10.1515/156939603322587470/html
Scroll to top button