A Note on Multivariate Distributions with Specified Marginals
本文扩展了Johnson和Tenenbein的方法，使其能从具有指定边际形式和任意相关结构的多变量分布中生成随机值，对统计模拟研究有用。
AbstractJohnson and Tenenbein describe a procedure for generating random values from a bivariate distribution with specified marginal forms and any required correlation between the two variables. This note shows that the approach can be extended to produce values from general multivariate distributions in a straightforward manner.Keywords: Multivariate DistributionsSimulation