I am working with the Poisson Bivariate Distribution and I need to generate random samples to apply in a Monte Carlo simulation, but so far I haven't found too much about it on the internet. I saw that Numpy can generate random samples for the standard Poisson Distribution ( np.random.poisson ), but not for the Bivariate.
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Perhaps this could help: Bivariate Poisson Distribution in Python – Roger V. Nov 08 '23 at 14:18
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Also, scipy.stats libraries are generally more versatile than numpy (you can generate samples, get pdf and cdf, etc.) See, e.g. https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.poisson.html – Roger V. Nov 08 '23 at 14:19
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1Re "haven't found too much about it:" have you considered searching our site? Your question is answered at https://stats.stackexchange.com/questions/108705/deriving-the-bivariate-poisson-distribution. See the first line of my post there. – whuber Nov 08 '23 at 14:20