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| Vol. 1 | |||
| * = Special Volume | |||
| Authors: | Ali A. Al-Subaihi |
| Title: | [download] (6064)Simulating Correlated Multivariate Pseudorandom Numbers |
| Reference: | Vol. 9, Issue 4, Feb 2004 Submitted 2003-01-04, Accepted 2004-02-29 |
| Type: | Article |
| Abstract: | A modification of the Kaiser and Dichman (1962) procedure of generating multivariate random numbers with specified intercorrelation is proposed. The procedure works with positive and non-positive definite population correlation matrix. A SAS module is also provided to run the procedure. |
| Paper: | [download] (6064)Simulating Correlated Multivariate Pseudorandom Numbers (application/pdf, 821.6 KB) |
| Supplements: | [download] (163)sas.code (text/plain, 2 KB) |
| Resources: | BibTeX | OAI |