[R] Simulating from a special type of bivariate exponential distribution

[Don McKenzie]

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On Jun 15, 2013, at 8:17 PM, INDRANIL GHOSH <jamesbond.indranil at gmail.com> wrote:

> Hi,
> I have the following problem in simulating samples from a bivariate
> exponential distribution with the following construction:
> 
> Start with three independent exponential random variables say W1,W2 and W3
> with intensity parameters lambda 1, lambda 2 and lambda 3 respectively.
> 
> Now I construct a bivariate distribution (X,Y) such that
> 
> (X,Y) is distributed as (W1,W2  given that W0<min(W1,W2)).
> 
> The resulting distribution has the form
> 
> f(x,y)=((lambda 1+lambda 2+lambda 3)/lambda 3)*exp(-lambda 1*x-lambda 2*y)
> *(1-exp(lambda 3*min(x,y)), with the joint support x>0, y>0.
> 
> Any suggestion is appreciated.
> 
> Thanks,
> 
> 
> -- 
> Indranil
> 
> 	[[alternative HTML version deleted]]
> 
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Don McKenzie, Research Ecologist
Pacific WIldland Fire Sciences Lab
US Forest Service

Affiliate Professor
School of Forest Resources, College of the Environment
CSES Climate Impacts Group
University of Washington

phone: 206-732-7824
dmck at uw.edu