On Simulation of Multidimensional Random Points
According to a distribution function of a random variable,generating one dimensional random number is very popular in numerical simulation.But in many cases,we need produce multidimensional random points that are rarely discussed in references.Here in our paper,by the application of conditional distribution for a random vector,we obtain a method that has wide applications in obtaining multidimensional random points according to some given random vector distributions.
Multidimensional random variable Generating random numbers Conditional distribution Matlab software
Jinliang Wang Jiangfeng Li
Science Department of Jiujiang University,Jiujiang 332005,China
国际会议
重庆
英文
167-169
2019-05-30(万方平台首次上网日期,不代表论文的发表时间)