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Bivariate Distribution


Date: 7 Jun 1995 11:19:25 -0400
From: Lina Bennardo
Subject: bivariate distribution

Hi -  I'm Lina,

I am looking for methods for generating bivariate distributions.
I know the technique for generating a Normal Bivariate 
N(m1,m2, dev1,dev2,r).

My question is:

Are there techniques  for generating random bivariate distribution 
that are not normal? Example: gamma bivariate distribution.

Thanks in advance,

              Lina.


Date: 12 Jun 1995 11:53:34 -0400
From: Dr. Ken
Subject: Re: bivariate distribution

Hello there!

I asked one of our professors here about your question, and he gave me the
following answer:


     This person probably means various instead of random.  She wants 
     to be able to generate various bivariate distributions by computer.  
     In order to specify a bivariate distribution, you need to know the 
     marginal distributions and the correlation coefficient.  This is what is 
     happening in her Normal Bivariate N(m1,m2, dev1,dev2,r) expression.  
     I assume that there are books that describe techniques for generating 
     these distributions.

Perhaps you'll have more luck searching under that name.  Good luck!

-K
    
Associated Topics:
College Statistics

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