Title:

Generation of the Farlie-Gumbel-Morgenstern distribution

Subtitle:

Raport Badawczy = Research Report ; RB/52/2005

Creator:

Olwert, Anna

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2005

Description:

15 pages ; 21 cm ; Bibliography p. 14-15

Subject and Keywords:

Farlie-gumbel- morgenstern distributions ; Copulas

Abstract:

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.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2005-52

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

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: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open