Inverse CDF sampling for a statistically 3-dimensional vector

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Sara Saad
Sara Saad le 21 Fév 2021
Modifié(e) : Sara Saad le 21 Fév 2021
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 𝑓𝑋𝑌𝑍 ( 𝑥, 𝑦, 𝑧 ) = 𝑘(𝑥 + 𝑦 + 𝑧) where k is the normalization constant supported on the unit cube
0 ≤ 𝑥, 𝑦, 𝑧 ≤ 1

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