Efficient Simulation of a Bivariate Exponential Conditionals Distribution
Yaming Yu
TL;DR
This paper introduces a simple and fast algorithm for simulating random variates from the bivariate distribution with exponential conditionals, enhancing computational efficiency in statistical simulations.
Contribution
It provides a novel, efficient simulation algorithm for the BEC distribution, improving upon previous methods.
Findings
Algorithm is faster than existing methods.
Simulation accuracy is validated against theoretical properties.
Applicable to various statistical modeling scenarios.
Abstract
The bivariate distribution with exponential conditionals (BEC) is introduced by Arnold and Strauss [Bivariate distributions with exponential conditionals, J. Amer. Statist. Assoc. 83 (1988) 522--527]. This work presents a simple and fast algorithm for simulating random variates from this density.
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