Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution

MLA

Jung-Tai Chen. “Using the Sum-of-Uniforms Method to Generate Correlated Random Variates with Certain Marginal Distribution.” European Journal of Operational Research, vol. 167, Nov. 2005, pp. 226–42. EBSCOhost, https://doi.org/10.1016/j.ejor.2003.12.027.

APA

Jung-Tai Chen. (2005). Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution. European Journal of Operational Research, 167, 226–242. https://doi.org/10.1016/j.ejor.2003.12.027

Chicago

Jung-Tai Chen. 2005. “Using the Sum-of-Uniforms Method to Generate Correlated Random Variates with Certain Marginal Distribution.” European Journal of Operational Research 167 (November): 226–42. doi:10.1016/j.ejor.2003.12.027.