Path: news.mathworks.com!not-for-mail
From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: performing monte-carlo integration
Date: Wed, 11 Mar 2009 18:55:03 +0000 (UTC)
Organization: AIR Worldwide Corp
Lines: 7
Message-ID: <gp91e7$co3$1@fred.mathworks.com>
Reply-To: <HIDDEN>
NNTP-Posting-Host: webapp-03-blr.mathworks.com
Content-Type: text/plain; charset="ISO-8859-1"
Content-Transfer-Encoding: 8bit
X-Trace: fred.mathworks.com 1236797703 13059 172.30.248.38 (11 Mar 2009 18:55:03 GMT)
X-Complaints-To: news@mathworks.com
NNTP-Posting-Date: Wed, 11 Mar 2009 18:55:03 +0000 (UTC)
X-Newsreader: MATLAB Central Newsreader 1076536
Xref: news.mathworks.com comp.soft-sys.matlab:524130


Hi,

I have an empirical joint density function of a 2 variates (X1 and X2).  Also I have another function that is a function of x1 and x2.  I can do the numerical integration to convolve the 2 types of information.  My question is that
Are there ways to simulate joint realizations of X1 and X2 following the empirical density function?  

Thank you for any hints you provide in advance.
Pete