Evaluation of algorithms for generating Dirichlet random vectors

DOI10.1080/00949650903409999MaRDI QIDQ3019799zbMATH OpenOpenAlexFDO

Authors Ying-Chao Hung, Ching-Wei Cheng, Narayanaswamy Balakrishnan

Publication date 29 July 2011

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

Full work available at URL https://doi.org/10.1080/00949650903409999

zbMATH Keywords

computer generation timemultivariate goodness of fitsensitivity analysis

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

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Cites work

• A note on gamma variate generators with shape parameter less than unity
• A simple method for generating gamma variables
• A test for goodness-of-fit based on an empirical probability measure
• Approximation Theorems of Mathematical Statistics
• Beta Variate Generation via Exponential Majorizing Functions
• Computer generation of dirichlet random vectors
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Evaluation of Beta Generation Algorithms
• Generating beta variates via patchwork rejection
• Generating gamma variates by a modified rejection technique
• scientific article; zbMATH DE number 3126058 (Why is no real title available?)
• scientific article; zbMATH DE number 3854477 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• Multivariate goodness-of-fit tests based on statistically equivalent blocks
• Non-Parametric Estimation II. Statistically Equivalent Blocks and Tolerance Regions--The Continuous Case
• Sensitivity Analysis in Practice
• Simple methods for computer generation of bivariate beta random variables
• Stratified rejection and squeeze method for generating beta random numbers
• The History of the Dirichlet and Liouville Distributions

Cited in

(9)

• Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009
• Computer generation of dirichlet random vectors
• scientific article; zbMATH DE number 4157747 (Why is no real title available?)
• Evaluation of Beta Generation Algorithms
• scientific article; zbMATH DE number 4009631 (Why is no real title available?)
• scientific article; zbMATH DE number 4030801 (Why is no real title available?)
• Generating random variates from a bicompositional Dirichlet distribution
• Adjusted power-divergence test statistics for simple goodness-of-fit under clustered sampling
• High-dimensional generation of Bernoulli random vectors

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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