Publikationer
Generating random variates from a bicompositional Dirichlet distribution
Avdelning/ar:
Publiceringsår: 2009
Språk: Engelska
Sidor: 10
Nummer: 5
Fulltext:
Dokumenttyp: Working paper
Förlag: Department of Statistics
Sammanfattning
A composition is a vector of positive components summing to a constant. The sample space of a composition is the simplex and the sample space of two compositions, a bicomposition, is a Cartesian product of two simplices. We present a way of generating random variates from a bicompositional Dirichlet distribution defined on the Cartesian product of two simplices using the rejection method. We derive a general solution for finding a dominating density function and a rejection constant, and also compare this solution to using a uniform dominating density function. Finally some examples of generated bicompositional random variates, with varying number of components.
Disputation
Nyckelord
- Mathematics and Statistics
- composition
- Dirichlet distribution
- bicompositional Dirichlet distribution
- random variate generation
- rejection method
- simplex
Övrigt
Published

