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Generating random variates from a bicompositional Dirichlet distribution

Författare:
Publiceringsår: 2009
Språk: Engelska
Sidor: 10
Nummer: 5
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

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