Generating correlated random variables for a simulation model

D C Myers and A B Yeh
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D C Myers: Bowling Green State University
A B Yeh: Bowling Green State University

Journal of the Operational Research Society, 1999, vol. 50, issue 2, 183-186

Abstract: Abstract In most simulation textbooks, a great deal of attention is given to generating independent random variables. The topic of generating correlated random variables is either omitted or given only a cursory analysis. The purpose of this note is to illustrate how correlated random variables were generated in a simulation model for analysing a firm's ability to meet the demand for its product.

Keywords: dependent random variables; simulation (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1057/palgrave.jors.2600681

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