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  • Correlated random sampling for multivariate normal and log-normal distributions
    Žerovnik, Gašper, fizik ; Trkov, Andrej ; Kodeli, Ivan Aleksander
    A method for correlated random sampling is presented. Representative samples for multivariate normal or log-normal distribution can be produced. Furthermore, any combination of normally and ... log-normally distributed correlated variables may be sampled to any requested accuracy. Possible applications of the method include sampling of resonance parameters which are used for reactor calculations
    Source: Nuclear instruments and methods in physics research. Section A, Accelerators, spectrometers, detectors and associated equipment. - ISSN 0168-9002 (Vol. 690, 2012, str. 75-78)
    Type of material - article, component part
    Publish date - 2012
    Language - english
    COBISS.SI-ID - 26034215

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