Francis,
You may want to check out the book Multivariate Statistical Simulation by Mark
Johnson (1987; publisher is Wiley). I've used this source in the past to help
generate various multivariate distributions. I don't have the book handy so I
don't recall if the Weibull is discussed.
Chris
>===== Original Message From Francis Tuerlinckx
<[EMAIL PROTECTED]> =====
>Hi,
>is there anybode out there who knows how to generate a sample from a
>multivariate Weibull distrubution?
>By a multivariate Weibull distribution, I mean the following
>
>(X_1,X_2,...,X_m) are a set of m random variables
>
>S_X_i(x_i)=exp(-lambda_i*x_i)
> (marginal survival function for X_i)
>
>S_{X_1,X_2,...,X_m}(x_1,x_2,...,x_m)=exp[-(sum_{i=1}^m
>lambda_i*x_i^mu)^(1/mu)]
> (joint survival function)
>
>The question is: How to generate a random sample of (x_1,...,x_m) from
>this distribution?
>Thanks,
>Francis Tuerlinckx.
>
>
>
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Christopher Mecklin, PhD
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Murray State University
Murray, KY 42071
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