EconPapers    
Economics at your fingertips  
 

Generation of Dependent Random Variates with Given Marginal Distributions and Fractile Correlation Structure

Paul Fackler () and Robert King

No 270406, 1988 Annual Meeting, August 1-3, Knoxville, Tennessee from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: A method is developed to generate dependent pseudorandom variates with specified marginal distributions and correlation matrix which makes use of the fractile correlation rather than the usual cross product moment correlation. An example concerning crop yields illustrates how the parameters used by the method can be estimated from historical data.

Keywords: Agricultural and Food Policy; Research Methods/ Statistical Methods (search for similar items in EconPapers)
Pages: 18
Date: 1988-08-01
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/270406/files/aaea-1988-113.pdf (application/pdf)
https://ageconsearch.umn.edu/record/270406/files/a ... 3.pdf?subformat=pdfa (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea88:270406

DOI: 10.22004/ag.econ.270406

Access Statistics for this paper

More papers in 1988 Annual Meeting, August 1-3, Knoxville, Tennessee from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
Bibliographic data for series maintained by AgEcon Search ().

 
Page updated 2025-03-19
Handle: RePEc:ags:aaea88:270406