"Using the sum-of-uniforms method to generate correlated random variates ..."

Jung-Tai Chen (2005)

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DOI: 10.1016/J.EJOR.2003.12.027

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type: Journal Article

metadata version: 2020-02-21

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Jung-Tai Chen:
Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution. Eur. J. Oper. Res. 167(1): 226-242 (2005)

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