How to generate random numbers with bivariate gamma distribuition. The density is:
$$f_{(X,Y)}(x,y) = \alpha^{p+q} x^{p-1} (y-x)^{q-1} \exp{-\alpha y} / [\Gamma(p) \Gamma(q)]\,\mathbb{I}_{0\le x\le y}$$
with $y>x>0,\ \alpha>0,\ p>0$ and $q>0$.
I did not find any package on R that do this and nothing in literature.
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