|Authors:||Ali A. Al-Subaihi|
|Title:||Simulating Correlated Multivariate Pseudorandom Numbers|
|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.|
Page views:: 20720. Submitted: 2003-01-04. Published: 2004-02-29.
Simulating Correlated Multivariate Pseudorandom Numbers
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