Inverse CDF sampling for a statistically 3-dimensional vector

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Sara Saad
Sara Saad 2021๋…„ 2์›” 21์ผ
ํŽธ์ง‘: Sara Saad 2021๋…„ 2์›” 21์ผ
For a 3-dimensional vector random variable, whose components are statistically dependent, I want to generate i.i.d. samples for the following joint PDF in 3-dimensions ๐‘“๐‘‹๐‘Œ๐‘ ( ๐‘ฅ, ๐‘ฆ, ๐‘ง ) = ๐‘˜(๐‘ฅ + ๐‘ฆ + ๐‘ง) where k is the normalization constant supported on the unit cube
0 โ‰ค ๐‘ฅ, ๐‘ฆ, ๐‘ง โ‰ค 1

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