A method for generating samples from any member of a one-parameter family of bivariate distributions is presented. Using this algorithm, a simulation study for six estimators of the dependence parameter (based on Kendall’s tau, Spearman’s rho and maximum likelihood) is also presented. Maximum likelihood estimators are clearly the best, but are dependent on the marginals. Among the nonparametric estimators, the one based on Kendall’s tau is preferable to the estimator based on Spearman’s rho. Jackknifing does not provide any significative improvement.