Correlated random sampling for multivariate normal and log-normal distributions

被引：17

作者：

Zerovnik, Gasper ^{[1
]}

Trkov, Andrej ^{[1
]}

Kodeli, Ivan A. ^{[1
]}

机构：

[1] Jozef Stefan Inst, SI-1000 Ljubljana, Slovenia

来源：

NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT | 2012年 / 690卷

关键词：

Random correlated sampling; Multivariate probability distributions; Normal distribution; Log-normal distribution; Resonance parameters; PERFORMANCE; UNCERTAINTY; PARAMETERS;

D O I：

10.1016/j.nima.2012.06.036

中图分类号：

TH7 [仪器、仪表];

学科分类号：

0804 ; 080401 ; 081102 ;

摘要：

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. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：75 / 78

页数：4

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