l**********t
发帖数: 5754 | 1 How do simulate a random variable X (normal distriution) and a random
variable Y (Poisson distribution), if X and Y are correlated? Y has to be
integer.
thanks. | s******t
发帖数: 1956 | 2 In general, X and Y can be simulated using exponential distribution plus
rejection method. Can you give more details? How do X and Y correlate each
other? | K*****Y
发帖数: 629 | 3 Simulate marginal distribution for each of them separately, then simulate
the joint distribution using whatever Copula you choose. |
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