Generating random variates from a bicompositional Dirichlet distribution
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.
Department/s
Publishing year
2009
Language
English
Full text
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Document type
Working paper
Publisher
Department of Statistics, Lund university
Topic
- Probability Theory and Statistics
Keywords
- composition
- Dirichlet distribution
- bicompositional Dirichlet distribution
- random variate generation
- rejection method
- simplex
Status
Published