"An algorithm for generating positively correlated Beta-distributed random ..."

Steen Magnussen (2004)

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DOI: 10.1016/S0167-9473(03)00169-5

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type: Journal Article

metadata version: 2020-02-18

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Steen Magnussen:
An algorithm for generating positively correlated Beta-distributed random variables with known marginal distributions and a specified correlation. Comput. Stat. Data Anal. 46(2): 397-406 (2004)

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