Simulation of Non-normal Autocorrelated Variables
نویسندگان
چکیده
منابع مشابه
9 Simulation of truncated normal variables Christian
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance structure.
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ژورنال
عنوان ژورنال: Journal of Modern Applied Statistical Methods
سال: 2005
ISSN: 1538-9472
DOI: 10.22237/jmasm/1162354440