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Miscellany

Simulating multivariate distributions with specific correlations

Pages 599-607 | Accepted 17 Sep 2003, Published online: 23 Aug 2006

References

References

  • Johnson ME (1987) Multivariate Statistical Simulation, Wiley New York
  • Casella G Berger RL (2001) Statistical Inference, Duxbury Pacific Grove
  • Gentle JE (1998) Random Number Generation and Monte Carlo Methods, Springer Verlag New York
  • Howard , JV . (1998) . The 2 × 2 table: A discussion from a Bayesian viewpoint . Statistical Science , 13 : 351 – 367 .
  • Michael , JR and Schucany , WR . (2002) . The mixture approach for simulating bivariate distributions with specific correlations . The American Statistician , 56 : 48 – 54 .
  • Schucany , WR , Parr , WC and Boyer , JE . (1978) . Correlation structure in Farlie–Gumbel–Morgenstern distribution . Biometrika , 65 : 650 – 653 .

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