@misc{Olwert_Anna_Generation_2005, author={Olwert, Anna}, copyright={Creative Commons Attribution BY 4.0 license}, address={Warszawa}, journal={Raport Badawczy = Research Report}, howpublished={online}, year={2005}, publisher={Instytut BadaƄ Systemowych. Polska Akademia Nauk}, publisher={Systems Research Institute. Polish Academy of Sciences}, language={eng}, abstract={In the paper, the algorithm producing random variables from the multivariate Farlie-Gumbel-Morgenstern distribution is proposed. The construction of this algorithm based on so-called copulas.}, title={Generation of the Farlie-Gumbel-Morgenstern distribution}, type={Text}, URL={http://www.rcin.org.pl/Content/102582/PDF/RB-2005-52.pdf}, keywords={Farlie-gumbel- morgenstern distributions, Copulas}, }