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Random number generation method based on multivariate non-normal distribution, parameter estimation method thereof, and application to simulation of financial field and semiconductor ion implantation
Random number generation method based on multivariate non-normal distribution, parameter estimation method thereof, and application to simulation of financial field and semiconductor ion implantation
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机译:基于多元非正态分布的随机数生成方法,参数估计方法及其在金融领域和半导体离子注入模拟中的应用
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摘要
Random number generating method for generating random numbers in accordance with multivariate non-normal distributions based on the Yuan and Bentler method I on computer. The method includes application steps for applying n-dimensional multivariate non-normal distributions to n-dimensional experience distribution by using computer and steps for generating random numbers including pseudo-random numbers, quasi-random numbers, low discrepancy sequences, and physical random numbers by methods including additive generator method, M-sequence, generalized feedback shift-register method, and Mersenne Twister, and excluding congruential method, by using computer. The application steps use predetermined relationship equations for the third and fourth order moments to perform application associated with the third and fourth order moments of the empirical distributions. Moreover, by using random numbers generation method, parameters are estimated by maximum likelihood method. Furthermore, the random number generation method and the parameters estimation method are applied to simulation of financial field, semiconductor ion implantation, and the like.
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