Abstract
In most simulation textbooks, a great deal of attention is given to generating independent random variables. The topic of generating correlated random variables is either omitted or given only a cursory analysis. The purpose of this note is to illustrate how correlated random variables were generated in a simulation model for analysing a firm's ability to meet the demand for its product.
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Myers, D., Yeh, A. Generating correlated random variables for a simulation model. J Oper Res Soc 50, 183–186 (1999). https://doi.org/10.1057/palgrave.jors.2600681
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DOI: https://doi.org/10.1057/palgrave.jors.2600681