Risk Methodology for Geologic Disposal of Radioactive Waste: A Distribution-Free Approach to Inducing Rank Correlation Among Input Variables for Simulation Studies

摘要

A method for inducing a desired rank correlation matrix on a multivariate input random variable is introduced in this paper. This method is simple to use, is distribution free, preserves the exact form of the marginal distributions on the input variables, and may be used with any type of sampling scheme for which correlation of input variables is a meaningful concept. A small simulation study provides an estimate of the bias and variability involved in the method. Input variables used in a model for study of geologic disposal of radioactive waste provide an example of the usefulness of this procedure.