Simulation of Gamma‐Distributed First‐Order Markov Chain
- 1 February 1974
- journal article
- Published by American Geophysical Union (AGU) in Water Resources Research
- Vol. 10 (1) , 87-91
- https://doi.org/10.1029/wr010i001p00087
Abstract
A first‐order Gaussian Markov chain is used to produce a Markovian series of numbers uniformly distributed in the interval (0, 1), which in turn is used for generating a first‐order Markov chain with a gamma‐type marginal distribution.This publication has 4 references indexed in Scilit:
- Creation of conditional dependency matrices based on a stochastic streamflow synthesis techniqueWater Resources Research, 1973
- Computer‐oriented Wilson‐Hilferty transformation that preserves the first three moments and the lower bound of the Pearson type 3 distributionWater Resources Research, 1972
- Statistical inference with bivariate gamma distributionsBiometrika, 1969
- Mathematical assessment of synthetic hydrologyWater Resources Research, 1967