Article ID Journal Published Year Pages File Type
415347 Computational Statistics & Data Analysis 2008 4 Pages PDF
Abstract

The bivariate distribution with exponential conditionals (BEC) is introduced by Arnold and Strauss [1988. Bivariate distributions with exponential conditionals, J. Amer. Statist. Assoc. 83, 522–527]. This work presents a simple and fast algorithm for simulating random variates from this density.

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Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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Efficient simulation of a bivariate exponential conditionals distribution
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