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Generating random v...
Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Bicompositional Dirichlet distribution
- Composition
- Dirichlet distribution
- Random variate generation
- Rejection method
- Simplex
Publikations- och innehållstyp
- art (ämneskategori)
- ref (ämneskategori)
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