My Dear
I have interest in conducting research on the bivariate exponential distribution
Especially study its properties through simulation ,and its application in Queue theory .
Do you have any research on this subject or softwate
With Regards
Read this article
http://jaguar.fcav.unesp.br/RME/fasciculos/v28/v28_n1/A8_Carlos.pdf
it might be helpful
The bivariate exponential distribution is not uniquely defined, ie there are several.
Check out
downloads.hindawi.com/journals/mpe/2006/041652.pdf
1- Generating m observations for Uniform U1(0,1) and m observations for Uniform U2(0,1).
2- Generate m observations form exponential distribution by using this transformation
W1j =-((1-rao)/mean1) log(U1j) , j =1,2,...,m, with p.d.f. f1(W1),
f1(W1)= (mean1/(1-rao)) exp(-mean1*W1/(1-rao)) , W1 > 0
3- Generate m observations form exponential distribution by using this transformation
W2j =-((1-rao)/mean2) log(U2j) , j =1,2,...,m, with p.d.f. f2(W2),
f2(W2)= (mean2/(1-rao)) exp(-mean2*W2/(1-rao)) , W2 > 0
4- Obtaining one observation of Bivariate exponential (x1,y1) by using:
x1 = sum(w1j) , j=1,2, ..., m
y1 = sum(w2j) , j=1,2, ..., m
5- To obtain n observations (xi,yi) , i=1,2,...n from Bivariate exponential, repeat the previous 4 steps n times.
Best wishes
Huda
Thank you very much Dr. Huda ,I wish all success in your life.
Best regards
Dear Fadhil,
You can use this valuable paper
Al-Saadi S. D. and & D.H. Young Department (1980), "Estimators for the correlation coefficient in a bivariate exponential distribution", Journal of Statistical Computation and Simulation. vol.11, pp.13-20.
http://www.tandfonline.com/doi/abs/10.1080/00949658008810386
I wish u all the best
Thank you very much
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