Generating Multivariate Nonnormal Distribution Random Numbers Based on Copula Function
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@Article{JICS-2-191,
author = {},
title = {Generating Multivariate Nonnormal Distribution Random Numbers Based on Copula Function},
journal = {Journal of Information and Computing Science},
year = {2024},
volume = {2},
number = {3},
pages = {191--196},
abstract = { 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.
},
issn = {1746-7659},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/jics/22797.html}
}
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.
. (2024). Generating Multivariate Nonnormal Distribution Random Numbers Based on Copula Function.
Journal of Information and Computing Science. 2 (3).
191-196.
doi:
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