Generating random variates from a bicompositional Dirichlet distribution

DOI10.1080/00949655.2011.558088zbMath1431.62015OpenAlexW2140633016MaRDI QIDQ4912053

J. Bergman

Publication date: 21 March 2013

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

Full work available at URL: https://lup.lub.lu.se/record/1963739

zbMATH Keywords

compositionsimplexDirichlet distributionrandom variate generationrejection methodbicompositional Dirichlet distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Exact distribution theory in statistics (62E15) Random number generation in numerical analysis (65C10)

Related Items (2)

Generating random variates from a bicompositional Dirichlet distribution ⋮ A Measure of Dependence Between Two Compositions

Cites Work

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• Evaluation of algorithms for generating Dirichlet random vectors
• A sweep-plane algorithm for generating random tuples in simple polytopes
• A rejection technique for sampling from T -concave distributions
• A rejection technique for sampling from log-concave multivariate distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• Generating random variates from a bicompositional Dirichlet distribution

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