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Simulation of Bivariate Observations

In: Continuous Bivariate Distributions

Author

Listed:
  • N. Balakrishna

    (McMaster University, Department of Mathematics & Statistics)

  • Chin Diew Lai

    (Institute of Sciences and Technology, Massey University)

Abstract

Devroye (1986) has provided an exhaustive treatment on the generation of random variates. Gentle (2003) has also recently provided a state-of-the-art treatise on random number generation and Monte Carlo methods. For this reason, we provide here a brief review of this subject and refer readers to these two references for a comprehensive treatment. In view of the importance of simulation as a tool while analyzing practical data using different parametric statistical models as well as while examining the properties and performance of estimators and hypothesis tests, we feel that it is very important for a reader of this book to know at least some essential details about the simulation of observations from a specified bivariate probability function.

Suggested Citation

  • N. Balakrishna & Chin Diew Lai, 2009. "Simulation of Bivariate Observations," Springer Books, in: Continuous Bivariate Distributions, chapter 0, pages 623-653, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-09614-8_15
    DOI: 10.1007/b101765_15
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