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arXiv 0909.4129stat.COstat.ME
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二元指数条件分布的有效模拟

Efficient Simulation of a Bivariate Exponential Conditionals Distribution

Yaming Yu

摘要:

具有指数条件的二元分布(BEC)由Arnold和Strauss [Bivariate distributions with exponential conditionals,J. Amer. Statistist. Assoc.83(1988)522- 527]。这项工作提出了一个简单而快速的算法来模拟随机变量从这个密度。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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