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Aktiv seit 2012

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Generating correlated random variables
I have two compund distributions S1 = Sum{i=1:N1} Xi, where N1 is Poisson(lambda1) and X is say LogNormal(1,2) and S2 =Sum{i=1:N...

fast 13 Jahre vor | 1 Antwort | 0

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t Copula Fit
I am generating 100 t copula radom numbers with Rho=0.4 and Nu =5, using the copularnd function. Then I fit these random numbers...

fast 13 Jahre vor | 1 Antwort | 0

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