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Journal of Statistical Computation and Simulation Volume 16, 1982 - Issue 2
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Original Articles

Constructing and simulating multivariate distributions using khintchine's theoremFootnote

Maurice C. Bryson Los Alamos National Laboratory, USA
&
Mark E. Johnson Los Alamos National Laboratory, USA
Pages 129-137 | Received 02 Feb 1982, Published online: 20 Mar 2007
 
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Abstract

Khintchine's theorem is used to construct new multivariate distributions which are easy to simulate and which cover a broad range of dependence structures.

This work was supported by an Institutional Supporting Research Grant from the Engineering Sciences Directorate of the Los Alamos Natlonal Laboratory.

This work was supported by an Institutional Supporting Research Grant from the Engineering Sciences Directorate of the Los Alamos Natlonal Laboratory.

Notes

This work was supported by an Institutional Supporting Research Grant from the Engineering Sciences Directorate of the Los Alamos Natlonal Laboratory.

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