Simple Dependent Pairs of Exponential and Uniform Random Variables

DOI10.1287/OPRE.31.6.1179MaRDI QIDQ3308942zbMATH OpenOpenAlexFDO

Authors A. J. Lawrance, Peter A. W. Lewis

Publication date 1983

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.31.6.1179

zbMATH Keywords

correlation calculationsexponential and uniform pairs of random variatessimulation models

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(7)

• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• A continuous multivariate exponential distribution
• Exact distributions ofXYfor some bivariate exponential distributions
• Sampling theorem and efficiency comparison of three local minimum variance unbiased estimators of the mean and variance of the exponential distribution
• Statistical inference for testing inequality indices with dependent samples
• Representation of Downton's bivariate exponential random vector and its applications
• The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables

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