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A Note on Multivariate Distributions with Specified Marginals

 

作者: ButterworthNicholas J.,  

 

期刊: Journal of the Operational Research Society  （Taylor Available online 1988）
卷期: Volume 39, issue 5  

页码: 477-479

 

ISSN:0160-5682

 

年代: 1988

 

DOI:10.1057/jors.1988.81

 

出版商: Taylor&Francis

 

关键词: Multivariate Distributions;Simulation

 

数据来源: Taylor

 

摘要:

AbstractJohnson and Tenenbein describe a procedure for generating random values from a bivariate distribution with specified marginal forms and any required correlation between the two variables. This note shows that the approach can be extended to produce values from general multivariate distributions in a straightforward manner.

 

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