多元极值分布随机向量的抽样方法

Sampling Method of Random Vector from Multivariate Extreme Value Distribution

  • 摘要: 本文考虑如何在计算机上模拟产生服从多元极值分布的随机向量,并给山一个精确且简单的算法.讨论主要限于Logistic模型及嵌套Logiotic模型。

     

    Abstract: In this paper we consider the model of generation randomvector from multivariate extreme value distribution in computer, and give someaccurate and simple algorithms. The discussion is mainly restricted in logisticmodel and nested logistic model.

     

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