Efficient Simulation of a Bivariate Exponential Conditionals Distribution
Computation
2009-09-24 v1 Methodology
Abstract
The bivariate distribution with exponential conditionals (BEC) is introduced by Arnold and Strauss [Bivariate distributions with exponential conditionals, J. Amer. Statist. Assoc. 83 (1988) 522--527]. This work presents a simple and fast algorithm for simulating random variates from this density.
Keywords
Cite
@article{arxiv.0909.4129,
title = {Efficient Simulation of a Bivariate Exponential Conditionals Distribution},
author = {Yaming Yu},
journal= {arXiv preprint arXiv:0909.4129},
year = {2009}
}
Comments
only 5 pages!