Bivariate_NBsim: Simulates from the bivariate negative binomial distribution

In trawl: Estimation and Simulation of Trawl Processes

Description

Simulates from the bivariate negative binomial distribution

Usage

Bivariate_NBsim(N, kappa, p1, p2)

Arguments

N	number of data points to be simulated
kappa	parameter κ of the bivariate negative binomial distribution
p1	parameter p_1 of the bivariate negative binomial distribution
p2	parameter p_2 of the bivariate negative binomial distribution

Details

A random vector {\bf X}=(X_1,X_2)' is said to follow the bivariate negative binomial distribution with parameters κ, p_1, p_2 if its probability mass function is given by

P({\bf X}={\bf x})=\frac{Γ(x_1+x_2+κ)}{x_1!x_2! Γ(κ)}p_1^{x_1}p_2^{x_2}(1-p_1-p_2)^{κ},

where, for i=1,2, x_i\in\{0,1,…\}, 0<p_i<1 such that p_1+p_2<1 and κ>0.

Value

An N\times 2 matrix with N simulated values from the bivariate negative binomial distribution

trawl documentation built on Feb. 23, 2021, 1:06 a.m.