mercredi 13 septembre 2017

Random draws in Matlab of dependent/independent random variables in `[0,1]` not uniform

Consider the random vector W=(X,Y) where Xand Y are scalar random variables with support [0,1] and pdf f.

I would like to draw P realisations of W in Matlab, firstly assuming that xand Yare independent, and then assuming that they are dependent.

I know how to do this in Matlab if I impose fbeing the uniform distribution. Is there any way to do this using other types of f? For example, I am think about the beta distribution.




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