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Bivarite Weibull Distribution

Dear A.S. Qureshi,
On Sun, Jan 4, 2009 at 11:36 AM, <saboorhangu at gmail.com> wrote:
See Johnson, Kotz, and Balakrishnan (2000) for a reference book for
multivariate distributions.  From there, you will see that there are
_many_ bivariate distributions that have Weibull marginals (or any
other marginal distribution, for that matter).  In other words, there
isn't "a" bivariate Weibull distribution... there are all kinds of
them.

A modern way to address this is by using copulas;  see Nelson (1998,
2007).  To this end, R has packages fCopulae and copula among others.
There is a CRAN Task View for Probability Distributions:

http://cran.r-project.org/web/views/Distributions.html

Using copulas and (for example) the inverse CDF approach, one can
generate bivariate samples that have any given marginal distribution.
See Nelson for details.

Best,
Jay