Multivariate generation of mixtures of normal and log normal variables Academic Article uri icon

abstract

  • The generation of processes formed by mixtures of normal and log normal variables is investigated. The transformations required to preserve the statistics of a historical sample are presented. The results are illustrated by an application to a specific model. Copyright 1974 by the American Geophysical Union.

author list (cited authors)

  • Mejía, J. M., Rodríguez‐Iturbe, I., & Cordova, J. R.

citation count

  • 10

publication date

  • August 1974