实现蒙特卡罗模拟:相关、偏态和峰度

Stuart A. McCrary
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引用次数: 4

摘要

这份手稿是各种蒙特卡罗模型的程序文档,涉及多个相关变量,偏态分布,峰度分布,或相关,偏态和峰度的组合。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Implementing a Monte Carlo Simulation: Correlation, Skew, and Kurtosis
This manuscript is program documentation for various Monte Carlo models involving multiple correlated variables, skewed distributions, kurtotic distributions, or combinations of correlation, skew, and kurtosis.
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