New sampling techniques for calculation of Dirichlet probabilities
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Publication:2583301
zbMath1085.62063MaRDI QIDQ2583301
Ashraf A. Gouda, Tamás Szántai
Publication date: 16 January 2006
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
importance samplingDirichlet distributionmultivariate normal distributioncrude Monte Carlo simulationsequential conditioned sampling
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