Simulation methods of multivariate normal distribution
Other Title(s)
طرائق محاكاة للتوزيع الطبيعي متعدد المتغيرات
Joint Authors
al-Abidi, Fadil Abd al-Abbas
Baqir, Isra Abd al-Rida
Battor, Ali Husayn
Source
al-Qadisiyah Journal for Computer Science and Mathematics
Issue
Vol. 10, Issue 1 (30 Jun. 2018), pp.19-27, 9 p.
Publisher
University of al-Qadisiyah College of computer Science and Information Technology
Publication Date
2018-06-30
Country of Publication
Iraq
No. of Pages
9
Main Subjects
Abstract EN
In this paper, we are studying three simulation methods to generate observation for multivariate normal distribution, and these methods are: Matlab mvnrnd, decomposition and conditional methods, and we put simulation programs for each method by Matlab 2015a software, and comparison between these methods by depend on many criterions as MSE, AIC, skw, kur.
As well as the run speed criterion for each method to get the best method
American Psychological Association (APA)
al-Abidi, Fadil Abd al-Abbas& Battor, Ali Husayn& Baqir, Isra Abd al-Rida. 2018. Simulation methods of multivariate normal distribution. al-Qadisiyah Journal for Computer Science and Mathematics،Vol. 10, no. 1, pp.19-27.
https://search.emarefa.net/detail/BIM-971628
Modern Language Association (MLA)
al-Abidi, Fadil Abd al-Abbas…[et al.]. Simulation methods of multivariate normal distribution. al-Qadisiyah Journal for Computer Science and Mathematics Vol. 10, no. 1 (2018), pp.19-27.
https://search.emarefa.net/detail/BIM-971628
American Medical Association (AMA)
al-Abidi, Fadil Abd al-Abbas& Battor, Ali Husayn& Baqir, Isra Abd al-Rida. Simulation methods of multivariate normal distribution. al-Qadisiyah Journal for Computer Science and Mathematics. 2018. Vol. 10, no. 1, pp.19-27.
https://search.emarefa.net/detail/BIM-971628
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 26
Record ID
BIM-971628
