This looks like a homework problem, and has no R question in it. If it is homework, ask your professor or fellow students for help.
If not, and you have a question about R, please post that. On Jun 15, 2013, at 8:17 PM, INDRANIL GHOSH <jamesbond.indra...@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]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. 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 d...@uw.edu ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
