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Raport Badawczy = Research Report ; RB/52/2005
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
15 pages ; 21 cm ; Bibliography p. 14-15
In the paper, the algorithm producing random variables from the multivariate Farlie-Gumbel-Morgenstern distribution is proposed. The construction of this algorithm based on so-called copulas.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 19, 2021
Jan 13, 2020
52
https://rcin.org.pl./publication/114517
Edition name | Date |
---|---|
RB-2005-52 : Olwert Anna : Generation of the Farlie-Gumbel-Morgenstern distribution | Oct 19, 2021 |
Olwert, Anna Grzegorzewski, Przemysław (1963– )
Hryniewicz, Olgierd (1948– ) Karpiński, Janusz Olwert, Anna
Hryniewicz, Olgierd (1948– ) Olwert, Anna
Hryniewicz, Olgierd (1948– ) Olwert, Anna
Hryniewicz, Olgierd (1948– ) Olwert, Anna