Generating correlated random variables for a simulation model.
Danny C. MyersArthur B. YehPublished in: J. Oper. Res. Soc. (1999)
Keyphrases
- random variables
- simulation model
- graphical models
- independent and identically distributed
- statistically independent
- probability distribution
- agent based simulation
- simulation models
- discrete event
- stochastic optimization problems
- conditional independence
- latent variables
- simulation environment
- distribution function
- mathematical model
- simulation tool
- joint distribution
- bayesian networks
- normal distribution
- conditional distributions
- directed acyclic graph
- stochastic processes
- conditional probabilities
- conditional distribution
- marginal distributions
- joint probability distribution
- probabilistic model
- random vectors
- conditionally independent
- wavelet transform
- maximum likelihood
- probabilistic graphical models