[R] Sampling two exponentials

From: Zhang Yanwei - Princeton-MRAm <YZhang_at_munichreamerica.com>
Date: Wed, 30 Jul 2008 17:48:28 -0400


Hi all,
  I am going to sample two variables from two exponential distributions, but I want to specify a covariance structure between these two variables. Is there any way to do it in R? Or is there a "Multivariate Exponential" thing corresponding to the multivariate normal? Thanks in advance.

Sincerely,
Yanwei Zhang
Department of Actuarial Research and Modeling Munich Re America
Tel: 609-275-2176
Email: yzhang_at_munichreamerica.com<mailto:yzhang_at_munichreamerica.com>

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