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Maximum-entropy distributions of correlated variables with prespecified marginals

✍ Scribed by Larralde, Hernán

Book ID
118202038
Publisher
The American Physical Society
Year
2012
Tongue
English
Weight
89 KB
Volume
86
Category
Article
ISSN
1063-651X

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✍ P.A.G. van der Geest 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 843 KB

Dependencies among input variables in Monte-Carlo simulation studies constitute a well-known problem in computational statistics. Dependencies between random variables are usually described either by Pearson's coefficients of linear correlation or by Spearman's rank-order correlations. The predomina