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I studied a research paper they are using the lambert function to generate random number x and y from a Farlie-Gumbel-Morgenstern (FGM) copula function in the simulation study, I tried to understand how the author used the Lambert function so I can write a program in R software but I didn't get too much. I am wondering if we can use the Lambert function for any copula function in the simulation study. (paper link https://s3arch.page/results.php?q=Morgenstern%20type%20bivariate%20Lindley%20distribution%20V.S.%20Vaidyanathan%E2%88%97,%20Sharon%20Varghese.%20A steps of simulation

I am so grateful for any assistance thanks.

محمد عبد
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    What is the paper and lambert function and what does FGM stand for – develarist Oct 07 '20 at 06:20
  • @develarist Farlie-Gumbel-Morgenstern – Glen_b Oct 07 '20 at 08:37
  • @develarist u can download the paper from the link https://s3arch.page/results.php?q=Morgenstern%20type%20bivariate%20Lindley%20distribution%20V.S.%20Vaidyanathan%E2%88%97,%20Sharon%20Varghese.%20A – محمد عبد Oct 07 '20 at 09:43
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    Or rather, edit the relevant information into your question and include a reference to the paper. Don't just link to necessary information - your question should be able to stand alone. If a link disappears it shouldn't impact the question – Glen_b Oct 07 '20 at 09:59
  • This question appears to have only the trivial answer "because that's the marginal quantile function the authors chose." There doesn't appear to be any information in the question about why they chose it. This is probably hidden behind the mysterious "MTBLD" in the quotation. – whuber Oct 07 '20 at 12:22

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