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From the undergraduate study we know that if we want to simulate a random variable x with distribution Fx(x). We just make Fx(x)=u, u is a uniform distributed variable, find Fx inverse of U. Then we just need to plugin u the uniform distributed random variable.

How about we have Fxy(x,y). How do we simulate this distribution if we only have uniformly distributed variables to plugin?

Any clues?

Lee

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# Simulating bivariate distribution?

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