| タイトル | Computer simulation of random variables and vectors with arbitrary probability distribution laws |
| 本文（外部サイト） | http://hdl.handle.net/2060/19810015303 |
| 著者（英） | Bogdan, V. M. |
| 著者所属（英） | NASA Johnson Space Center |
| 発行日 | 1981-05-01 |
| 言語 | eng |
| 内容記述 | Assume that there is given an arbitrary n-dimensional probability distribution F. A recursive construction is found for a sequence of functions x sub 1 = f sub 1 (U sub 1, ..., U sub n), ..., x sub n = f sub n (U sub 1, ..., U sub n) such that if U sub 1, ..., U sub n are independent random variables having uniform distribution over the open interval (0,1), then the joint distribution of the variables x sub 1, ..., x sub n coincides with the distribution F. Since uniform independent random variables can be well simulated by means of a computer, this result allows one to simulate arbitrary n-random variables if their joint probability distribution is known. |
| NASA分類 | STATISTICS AND PROBABILITY |
| レポートNO | 81N23838
NASA-TP-1859
S-504 |
| 権利 | No Copyright |
| URI | https://repository.exst.jaxa.jp/dspace/handle/a-is/169099 |
|
