Simulate Bivariate Beta Distribution , BIBETA(6, 20, 2) in R

Question

I need to simulate bivariate beta distribution, $BIBETA(6, 20, 2)$ in r. I am looking for a package/ code that would generate bivariate beta distribution. I couldn't find the r function for this distribution.

The probability density function of the Bivariate beta distribution is given as below.

$$f(x,y) = \dfrac{1}{B(a,b,c)} \dfrac{x^{a-1}y^{b-1}(1-x)^{b+c-1}(1-y)^{a+c-1}}{(1-xy)^{a+b+c}}$$ Is anyone know which r function can be used for this simulation?

An answer is contained here: https://stats.stackexchange.com/questions/315865/bivariate-beta-distribution — kjetil b halvorsen, Jul 26 '21 at 04:50

score 0 · Answer 1 · answered Oct 04 '18 at 08:17

0

There is a package called MultiRNG that implements this sort of multivariate simulation for a wide class of multivariate distributions (in your particular case, you are interested in the draw.dirichlet function).

More interestingly, you could write your own function by implementing a very simple acceptance-rejection scheme (it is very similar to the univariate case). I remember reading the paper by Loukas some years ago which thoroughly showcases several options you could go for.

answered Oct 04 '18 at 08:17

Easymode44

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Do they have dirichlet cdf in `r`? – score324 Oct 04 '18 at 13:17
Probably [this](https://stats.stackexchange.com/questions/57262/implementation-of-dirichlet-cdf) is what you are looking for, although in your question you asked for simulation! – Easymode44 Oct 04 '18 at 13:23
I am trying to use the above function. I have `a – score324 Oct 04 '18 at 13:36
The `draw.dirichlet` implements a Dirichlet distribution, which is **NOT** the bivariate beta asked for. – kjetil b halvorsen Jul 26 '21 at 01:07

Simulate Bivariate Beta Distribution , BIBETA(6, 20, 2) in R

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