Drawing a random sample from a density selected at random
type: Item
instance of: scholarly article
title: Drawing a random sample from a density selected at random
zbMATH Open document ID: 0639.62030
DOI: 10.1016/0167-9473(86)90003-4
author: Jeesen Chen
author: Herman Rubin
published in: Computational Statistics and Data Analysis
publication date: 1986-01-01T00:00:00Z
review text: We provide a model to build up prior distributions over density functions, in order to randomly select a density from that prior. We also indicate how to draw a random sample from a density which is arbitrary close to the randomly selected density, in a reasonable amount of time.
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C10
zbMATH DE Number: 4043054
zbMATH Keywords: comparison of density estimators
zbMATH Keywords: orthonormal basis
zbMATH Keywords: random sample generation
zbMATH Keywords: prior distributions
zbMATH Keywords: randomly selected density
MaRDI profile type: Publication
full work available at URL: 0167-9473(86)90003-4
OpenAlex ID: W2054173381
cites work: Q4114551
cites work: Q3923307
cites work: A class of distribution function processes which have derivatives
cites work: The squeeze method for generating gamma variates
cites work: Computer Generation of Random Variables: A Tutorial
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description: scientific article; zbMATH DE number 4043054