On numerical calculation of probabilities according to Dirichlet distribution

DOI10.1007/s10479-009-0601-9zbMath1202.60027OpenAlexW2088298783MaRDI QIDQ1958627

Ashraf A. Gouda, Tamás Szántai

Publication date: 4 October 2010

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-009-0601-9

zbMATH Keywords

Monte Carlo simulationvariance reductionprobability boundsLauricella functionDirichlet distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Uses Software

• QSIMVN

Cites Work

• An inequality for the Dirichlet distribution
• Sparse and crowded cells and Dirichlet distributions
• Probability updating using second order probabilities and conditional event algebra
• Two characterizations of the Dirichlet distribution
• New sampling techniques for calculation of Dirichlet probabilities
• An approach to pert: application of dirichlet distribution
• Evaluation of a special multivariate gamma distribution function
• Small sample properties of parameter estimation in the dirichlet distribution
• Multivariate Distributions which have Beta Conditional Distributions
• Inverted dirichlet distribution and multivariate logistic distribution
• Hypermultitrees and sharp Bonferroni inequalities
• The Inverted Dirichlet Distribution with Applications
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• Reviews
• Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
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