Re: How to sample a 2-dim. r.v. with known density function?

*To*: mathgroup at smc.vnet.net*Subject*: [mg65296] Re: How to sample a 2-dim. r.v. with known density function?*From*: "KvS" <keesvanschaik at gmail.com>*Date*: Fri, 24 Mar 2006 01:00:05 -0500 (EST)*References*: <dvu47b$86p$1@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

Hi Tony, thanks for your informative response! I looked up some stuff on the rejection method you mention and I was able with some basic transformation and estimation to find a dominating density that represents just two independent Gaussians conditioned to be non-negative :). I understand that the ratio p(x,y)/p0(x,y) is important in order to avoid getting too many rejections before acceptance, I have to yet to try and see if the estimate is good enough in this sense. - Kees