TY - JOUR
T1 - Generating Multivariate Nonnormal Distribution Random Numbers Based on Copula Function
AU - 
JO - Journal of Information and Computing Science
VL - 3
SP - 191
EP - 196
PY - 2024
DA - 2024/01
SN - 2
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jics/22797.html
KW - Multivariate Nonnormal Distribution,Random Number, Copula,Algorithm 

AB -  Random  numbers  of  multivariate  nonnormal  distribution  are  strongly  requested  by  the  area  of 
theoretic  research  and  application  in  practice.  A  new  algorithm  of  generating  multivariate  nonnormal 
distribution random numbers is given based on the Copula function, and theoretic analysis suggests that the 
algorithm  is  suitable  to  be  feasible.  Furthermore,  simulation  shows  that  the  empirical  distribution  which  is 
formed  by  random  numbers  generating  from  the  proposed  algorithm  can  well  approach  the  original 
distribution.