Efficient simulation of a bivariate exponential conditionals distribution
نویسنده
چکیده
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.
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عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 52 شماره
صفحات -
تاریخ انتشار 2008