Y=f(x1,..,Xn), while doing
Monte Carlo simulation, I need to sample
x1, ..xn based on their probabilistic distribution. However, these xi are correlated with each other. What are the available sampling mechanisms for this kind of scenario?
closed as unclear what you're asking by Xi'an, Michael Chernick, kjetil b halvorsen, dsaxton, mkt Feb 12 at 8:05
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