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RANDOM NUMBER GENERATION METHOD BASED ON MULTIVARIATE NON-NORMAL DISTRIBUTION, PARAMETER ESTIMATION METHOD THEREOF, AND APPLICATION TO SIMULATION OF FINANCIAL FIELD AND SEMICONDUCTOR ION IMPLANTATION
RANDOM NUMBER GENERATION METHOD BASED ON MULTIVARIATE NON-NORMAL DISTRIBUTION, PARAMETER ESTIMATION METHOD THEREOF, AND APPLICATION TO SIMULATION OF FINANCIAL FIELD AND SEMICONDUCTOR ION IMPLANTATION
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机译：基于多元非正态分布的随机数生成方法，参数估计方法及其在金融场和半导体离子注入模拟中的应用
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摘要
A random number generation method for generating a random number in accordance with a multivariate non-normal distribution based on the Yuan and Bentler method I on a computer. The method includes an application step for applying n-dimensional multivariate non-normal distribution to n-dimensional experience distribution by using a computer and a generation step for generating a random number including a pseudo-random number, a quasi-random number, a low discrepancy sequence, and a physical random number by methods including the addition generation method, M-series sequence, generalization feedback shift register method, and Mersenne Twister, and excluding congruence method, by using a computer. The application step uses a predetermined relationship equation for the cubic and quartic moments so as to perform application associated with the cubic and quartic moments of the experience distribution. Moreover, by using the random number generation method, a parameter is estimated according to the most likelihood method. Furthermore, the random number generation method and the parameter estimation method are applied to simulation of a financial field, semiconductor ion implantation, and the like.
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