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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...
14 years ago | 1 answer | 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...
14 years ago | 1 answer | 0
