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Jakob Bergman
Studierektor, Statistiska institutionen
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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.
Avdelning/ar
- Statistiska institutionen
Publiceringsår
2009
Språk
Engelska
Fulltext
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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
Aktiv
Published