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.
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.
出处
《数学的实践与认识》
CSCD
北大核心
2006年第3期190-194,共5页
Mathematics in Practice and Theory
基金
教育部教育振兴行动计划特殊专项("九八五"工程)资助(612201005)
关键词
蒙特卡洛方法
相似系统
因子结构
monte carlo method
similar system
factor structure