simulating Gumbel’s bivariate exponential distribution

A challenge interesting enough for a sunny New Year morn, found on X validated, namely the simulation of a bivariate exponential distribution proposed by Gumbel in 1960, with density over the positive quadrant in IR² Although there exists a direct approach based on the fact that the marginals are Exponential distributions ...


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http://dlvr.it/T1MD2B

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