Efficient Simulation of a Bivariate Exponential Conditionals Distribution
arXiv:0909.4129 · doi:10.1016/j.csda.2007.10.013
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.
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