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: <email@example.com>
- 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