Evaluation of algorithms for generating Dirichlet random vectors

DOI10.1080/00949650903409999zbMath1221.62082OpenAlexW2053972562MaRDI QIDQ3019799

Ching-Wei Cheng, Ying-Chao Hung, Narayanaswamy Balakrishnan

Publication date: 29 July 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903409999

zbMATH Keywords

sensitivity analysiscomputer generation timemultivariate goodness of fit

Mathematics Subject Classification ID

Related Items (3)

Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 ⋮ Generating random variates from a bicompositional Dirichlet distribution ⋮ Adjusted power-divergence test statistics for simple goodness-of-fit under clustered sampling

Uses Software

• IMSL Numerical Libraries

Cites Work

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• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Approximation Theorems of Mathematical Statistics
• Computer generation of dirichlet random vectors
• Evaluation of Beta Generation Algorithms
• Simple methods for computer generation of bivariate beta random variables
• Beta Variate Generation via Exponential Majorizing Functions
• Generating gamma variates by a modified rejection technique
• Multivariate goodness-of-fit tests based on statistically equivalent blocks
• A simple method for generating gamma variables
• Sensitivity Analysis in Practice
• The History of the Dirichlet and Liouville Distributions
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• Non-Parametric Estimation II. Statistically Equivalent Blocks and Tolerance Regions--The Continuous Case
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