-In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectively assessed multivariate normal distributions. The method requi...

Generalized variance is applied for determination of dispersion in a multivariate population and is a successful measure for concentration of multivariate data. In this article, we consider constructing confidence interval and testing the hypotheses about generalized variance in a multivariate normal distribution and give a computational approach. Simulation studies are performed to compare thi...

Volume transformations of medical images play an important role for many applications such as registration of di erent modalities mapping atlases onto clinical data or simulation of surgical procedures While registration and atlas mapping can for the major number of applications be performed without tight time constraints it is essential for simulation systems that they allow real time interact...

abstract profile monitoring in statistical quality control has attracted attention of many researchers recently. a profile is a function between response variables and one or more independent variables. there have been only a limited number of researches on monitoring multivariate profiles. indeed, monitoring correlated multivariate profiles is a new subject in the fileld of statistical process...

Techniques are presented for modeling and randomly sampling many of the multivariate probabilistic input processes that drive discrete-event simulation experiments. Emphasis is given to bivariate and trivariate extensions of the univariate beta, Johnson, and Bézier distribution families because of the flexibility of these families to model a wide range of shapes for the marginal distributions w...

We propose an approximate static hedging procedure for multivariate derivatives. The hedging portfolio is composed of statically held simple univariate options, optimally weighted minimizing the variance of the difference between the target claim and the approximate replicating portfolio. The method uses simulated paths to estimate the weights of the hedging portfolio and is related to Monte Ca...

Methods for simulation from multivariate Gaussian distributions restricted to be from outside an arbitrary ellipsoidal region are often needed in applications. A standard rejection algorithm that draws a sample from a multivariate Gaussian distribution and accepts it if it is outside the ellipsoid is often employed: however, this is computationally inefficient if the probability of that ellipso...