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发帖数: 2334 | 1 【 以下文字转载自 Mathematics 讨论区 】
【 原文由 wind 所发表 】
Here comes the question: Given the joint PDF of 2 RVs X and Y, how to generate
the random numbers from that PDF?
If X & Y are independent, and the CDF of X, Y can be easily inverted,
the problem is trivial.
So my questions are :
1)If X, Y are independent, but impossible to compute the inverse function of
the CDF of X or Y, how to generate the random numbers?
2)If X, Y are not independent, how to generate the random numbers?
I could n |
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