Author(s)

Jinliang Wang, and Jiangfeng Li

Corresponding Author

Jinliang Wang

ABSTRACT

According to a distribution function of a random variable, generating one dimensional random number is very popular in numerical simulation. But in many cases, we need produce multidimensional random points that are rarely discussed in references. Here in our paper, by the application of conditional distribution for a random vector, we obtain a method that has wide applications in obtaining multidimensional random points according to some given random vector distributions.

KEYWORDS

Multidimensional random variable, Generating random numbers, Conditional distribution, Matlab software