Generating random variates from a bicompositional Dirichlet distribution
Författare
Summary, in English
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, are presented.
number of components, are presented.
Avdelning/ar
Publiceringsår
2012
Språk
Engelska
Sidor
797-805
Publikation/Tidskrift/Serie
Journal of Statistical Computation and Simulation
Volym
82
Issue
6
Fulltext
- Available as PDF - 395 kB
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Dokumenttyp
Artikel i tidskrift
Förlag
Taylor & Francis
Ämne
- Probability Theory and Statistics
Nyckelord
- Bicompositional Dirichlet distribution
- Composition
- Dirichlet distribution
- Random variate generation
- Rejection method
- Simplex
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1563-5163