Generating random variates from a bicompositional Dirichlet distribution

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

generating a random sample from gamma distribution using generalized exponential distribution.

in this paper, we discuss generating a random sample from gamma distribution using generalized exponential distribution.

متن کامل

Generating Antithetic Random Variates in Simulation of a Replacement Process by Rejection Method

When the times between renewals in a renewal process are not exponentially distributed, simulation can become a viable method of analysis. The renewal function is estimated through simulation for a renewal process simulation for a renewal process with gamma distributed renewal times and the shape parameter a > 1. Gamma random deviates will be generated by means of the so called Acceptance Rejec...

متن کامل

Generating generalized inverse Gaussian random variates

The generalized inverse Gaussian distribution has become quite popular in financial engineering. The most popular random variate generator is due to Dagpunar (1989). It is an acceptance-rejection algorithm method based on the Ratio-of-uniforms method. However, it is not uniformly fast as it has a prohibitive large rejection constant when the distribution is close to the gamma distribution. Rece...

متن کامل

Generating random networks from a given distribution

Several variations are given for an algorithm that generates random networks approximately respecting the probabilities given by any likelihood function, such as from a p social network model. A novel use of the genetic algorithm is incorporated in these methods, which improves its applicability to the degenerate distributions that can arise with p models. Our approach includes a convenient way...

متن کامل

Generating random variates for stable sub-Gaussian processes with memory

We present a computationally efficient method to generate random variables from a univariate conditional probability density function (PDF) derived from a multivariate α-sub-Gaussian (αSG) distribution. The approach may be used to sequentially generate variates for sliding-window models that constrain immediately adjacent samples to be αSG random vectors. We initially derive and establish vario...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Statistical Computation and Simulation

سال: 2012

ISSN: 0094-9655,1563-5163

DOI: 10.1080/00949655.2011.558088