Article ID: | iaor20001207 |
Country: | United Kingdom |
Volume: | 50 |
Issue: | 2 |
Start Page Number: | 183 |
End Page Number: | 186 |
Publication Date: | Feb 1999 |
Journal: | Journal of the Operational Research Society |
Authors: | Myers D.C., Yeh A.B. |
Keywords: | random number generators |
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.