SAS/IML Function Modules for Multivariate Random Sampling
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چکیده
For certain kinds of statistical simulations and Bayesian analyses, it is necessary to generate random samples from multivariate distributions. SAS/IML software provides the RANDGEN function for generating random samples from univariate distributions. However, the only subroutine for sampling from multivariate distributions is SAS/IML’s VNORMAL call, which samples from multivariate normal distributions.
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