How to generate or simulate multivariate observations that are not multivariate normal

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ABDULAZIZ
ABDULAZIZ 2016년 3월 6일
댓글: the cyclist 2016년 3월 6일
Hello everyone,
I have a multivariate data set that is not multivariate normal and I would like to simulate them. The mvnrnd is not applicable in this case because the data do not follow the multivariate normal distribution. In other words, each variable has different distribution other than normal. Can any one help me to do that? Thank you in advance!

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the cyclist
the cyclist 2016년 3월 6일
Are they correlated or uncorrelated? You could use a copula method.
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the cyclist
the cyclist 2016년 3월 6일
Since they are not correlated, you can generate them independently. If you have the Statistics and Machine Learning Toolbox, then you can generate many different distributions using the makedist command.

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