Efficient Simulation of a Bivariate Exponential Conditionals Distribution

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].

Efficient Simulation of a Bivariate Exponential Conditionals   Distribution

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.


💡 Research Summary

The paper addresses the problem of efficiently generating random variates from the bivariate exponential conditionals (BEC) distribution, first introduced by Arnold and Strauss (1988). The BEC density is defined on the positive quadrant by
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📜 Original Paper Content

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