| 一个模拟相关数据的新方法 |
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| 引用本文： | 安金兵,贺东奇. 一个模拟相关数据的新方法[J]. 数学的实践与认识, 2006, 36(3): 190-194 |
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| 作者姓名： | 安金兵 贺东奇 |
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| 作者单位： | 北京大学医学部医用理学系,北京,100083 |
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| 基金项目： | 面向21世纪教育振兴行动计划(985计划) |
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| 摘 要： | 介绍了一种产生相关数据的模拟方法.区别于以往的利用函数关系进行模拟的方法,本文主要从变量之间因子结构的相似性出发产生满足一定相关性的模拟数据.最后,通过一个例子说明了这个方法的应用.
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| 关 键 词： | 蒙特卡洛方法 相似系统 因子结构 |
| 修稿时间： | 2004-08-27 |
A New Approach to the Problem of Simulation for Correlative Variables |
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| AN Jin-bing,HE Dong-qi. A New Approach to the Problem of Simulation for Correlative Variables[J]. Mathematics in Practice and Theory, 2006, 36(3): 190-194 |
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| Authors: | AN Jin-bing HE Dong-qi |
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| Abstract: | A new approach to address the problem of simulation for the correlative variables is discussed in this article.It differs from the ordinary methods in that not the specific functional relationship but the similarity of factor structure between the variables is emphasized in the process of simulation to produce analog data with relevance.In the end,an example is given to demonstrate the application of this new method. |
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| Keywords: | monte carlo method similar system factor structure |
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