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Two general and several specific schemes are described for generating variates from continuous multivariate distributions. Algorithms are provided for the multivariate normal, Johnson system, Cauchy, elliptically contoured (including Pearson Types II and VII), Morgenstern, Plackett, Ali, Gumbel, Burr (and related), Beta-Stacy and Khintchine distributions. Issues in designing multivariate Monte Carlo studies are discussed.
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