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Generating random variates from a bicompositional Dirichlet distribution

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Author

Summary, in English

A composition is a vector of positive components summing to a constant. The sample space of a composition is the simplex and the sample space of two compositions, a bicomposition, is a Cartesian product of two simplices. We present a way of generating random variates from a bicompositional Dirichlet distribution defined on the Cartesian product of two simplices using the rejection method. We derive a general solution for finding a dominating density function and a rejection constant, and also compare this solution to using a uniform dominating density function. Finally some examples of generated bicompositional random variates, with varying

number of components, are presented.

Publishing year

2012

Language

English

Pages

797-805

Publication/Series

Journal of Statistical Computation and Simulation

Volume

82

Issue

6

Document type

Journal article

Publisher

Taylor & Francis

Topic

  • Probability Theory and Statistics

Keywords

  • Bicompositional Dirichlet distribution
  • Composition
  • Dirichlet distribution
  • Random variate generation
  • Rejection method
  • Simplex

Status

Published

ISBN/ISSN/Other

  • ISSN: 1563-5163