Simulation Methods of Multivariate Normal Distribution

Authors

  • Fadhil Abdul Abbas Abidy Technical College of Management,Al-Furat Al-Awsat Technical University
  • Ali Hussein Battor Department of Mathematics,College of Education for Girls,University of Kufa
  • Esraa Abdul Reza Baqir Department of Mathematics,College of Education for Girls,University of Kufa

DOI:

https://doi.org/10.29304/jqcm.2018.10.1.358

Abstract

:. In this paper, we are studying three simulation methods to generate observation for multivariate normal distribution, and these methods are: Matlab mvnrnd, decomposition and conditional methods, and we put simulation programs for each method by Matlab 2015a software, and comparison between these methods by depend on many criterions as MSE, AIC, skw, kur. As well as the run speed criterion for each method to get the best method.

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Published

2018-01-26

How to Cite

Abdul Abbas Abidy, F., Hussein Battor, A., & Abdul Reza Baqir, E. (2018). Simulation Methods of Multivariate Normal Distribution. Journal of Al-Qadisiyah for Computer Science and Mathematics, 10(1), Stat Page 19 – 27. https://doi.org/10.29304/jqcm.2018.10.1.358

Issue

Vol. 10 No. 1 (2018): JQCM

Section

Math Articles