Abstract
Two simple algorithms are presented for obtaining random vectors from a bivariate random walk density function. Both algorithms are based on the fact that the bivariate density function can be written as a product of a marginal density function and a conditional density function. An acceptance/rejection technique was used for generating random variates from the conditional density function. The efficiency of the two algorithms was studied.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.