Generating Non-Standard Multivariate Distributions with an Application to Mismeasurement in the CPI
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This paper shows how to generate the joint distribution of correlated random variables with specified marginal distributions. For cases where the marginal distributions are either normal or lognormal, it shows how to calculate analytically the correlation of the underlying normal distributions to
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美国国家经济研究局创建时间:
1996-05-01



