DEVICE FOR SIMULATION three-dimensional vector dependent random variable with an arbitrary correlation coefficients

摘要

Device for the simulation of two-dimensional vectors dependent random variables with arbitrary correlation coefficient, comprising a control unit, the two sensor simulation normally distributed CB, nine multipliers, seven summation blocks, five of subtraction units, the four division block, two blocks square root calculation, a calculation unit exponent , four blocks squaring, characterized in that for producing three-dimensional vector of random variables with arbitrary correlation coefficient of additionally introduced yn sensor simulation normally distributed SW, three addition unit, a dividing unit, a unit square root calculation, the four blocks squaring and simultaneously two sensor simulation uniformly distributed SW have been removed, two sets of calculation of the natural logarithm, calculation block exponent, wherein, the entrance "P" devices connected to the input of the installation control unit 1, σustroystva input connected to the first data input unit 4 multiplication, division unit 13, division unit 26, σustroystva input coupled to the first inform insulating an input unit 15 to squaring entrance σustroystva connected to the first data input unit 28 of the squaring entrance σustroystva connected to the first information multiplying the input unit 6, the input mustroystva connected to the second data input of the summation unit 5, mustroystva input coupled to a second data input addition unit 21, mustroystva input connected to the second input information adding unit 36, β input device connected to the second data input of the summation unit 7, the input connected to a mustroystva