I recall having been told that to generated $p$ variate Marshall Olkin distribution, one proceeds as follow:
For $p=2$, generate $X_1,X_2,X_3\sim exp(\lambda)$, then $(Y_1,Y_2)\sim MMO$ where $Y_1=\max(X_1,X_2)$ and $Y_2=\max(X_1,X_3)$.
But I must have gotten the definition wrong because this doesn't look like a 'MMO' (because there are many observations along $Y_1=Y_2$, which I don't recall was the case):
library(matrixStats) n<-100 p<-2 a1<-matrix(rexp(n*(p+1),2),n,p+1) a2<-cbind(rowMaxs(a1[,1:2]),rowMaxs(a1[,c(1,3)])) plot(a2)
Can anyone help with the algorithm for generating MMO's?