Simulation of some multivariate distributions related to the Dirichlet distribution with application to Monte Carlo simulations

DOI10.1080/03610918.2015.1115066zbMath1378.60035OpenAlexW2308181128MaRDI QIDQ5373855

Wei-Cheng Chen, Ying-Chao Hung

Publication date: 27 October 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1115066

zbMATH Keywords

Monte Carlo simulationDirichlet distributionLiouville distributioninverted Dirichlet distributionuniform distribution over a polyhedron

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

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