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Generating random variates from a bicompositional Dirichlet distribution

In English

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.

Publiceringsår

2009

Språk

Engelska

Dokumenttyp

Working paper

Förlag

Department of Statistics, Lund university

Ämne

  • Probability Theory and Statistics

Nyckelord

  • composition
  • Dirichlet distribution
  • bicompositional Dirichlet distribution
  • random variate generation
  • rejection method
  • simplex

Status

Published