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Simulating bivariate distribution?

  1. Nov 10, 2009 #1

    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?

  2. jcsd
  3. Nov 11, 2009 #2
    1. Find the marginal distribution of X.

    2. Using a 1-dimensional method, draw a simulated value of X based on the marginal distribution-- say it's x0.

    3. Fxy(x0, Y) is a 1-dimensional pdf. Use a 1-dimensional method to simulate a value of Y.
  4. Nov 11, 2009 #3
    cool, now I can build simulation to check my homework answers.
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