Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions

DOI10.1080/03610910701790236MaRDI QIDQ5451135zbMATH OpenOpenAlexWikidataFDO

Authors Agner Fog

Publication date 18 March 2008

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

Full work available at URL https://doi.org/10.1080/03610910701790236

zbMATH Keywords

samplingMonte Carlo simulationvariate generationFisher's noncentral hypergeometric distributionWallenius' noncentral hypergeometric distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05)

Recommendations

• Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution
• Fast and stable algorithms for computing and sampling from the noncentral hypergeometric distribution
• A general non-central hypergeometric distribution
• A note on exact calculation of the non central hypergeometric distribution
• Computer generation of hypergeometric random variates†

Cites work

• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• A Model for Certain Types of Selection Experiments
• A non-central multivariate hypergeometric distribution arising from biased sampling with application to selective predation
• Bayesian computation and stochastic systems. With comments and reply.
• Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution
• Exact Tests of Goodness of Fit of Log‐Linear Models for Rates
• Fast and stable algorithms for computing and sampling from the noncentral hypergeometric distribution
• Monte Carlo sampling methods using Markov chains and their applications
• Optimum Monte-Carlo sampling using Markov chains
• Properties of the Extended Hypergeometric Distribution
• Random variate generation for multivariate unimodal densities
• The ratio of uniforms approach for generating discrete random variates

Cited in

(12)

• Saddlepoint approximations to the mean and variance of the extended hypergeometric distribution
• Fast and stable algorithms for computing and sampling from the noncentral hypergeometric distribution
• A note on exact calculation of the non central hypergeometric distribution
• Bayesian adjustment for preferential testing in estimating infection fatality rates, as motivated by the COVID-19 pandemic
• Canonical noise distributions and private hypothesis tests
• Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments
• Practical valid inferences for the two-sample binomial problem
• Exact test and exact confidence interval for the Cox model
• Faster arithmetic for number-theoretic transforms
• Efficient algorithm for generating Maxwell random variables
• A Bayesian extension of the hypergeometric test for functional enrichment analysis
• Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution

Describes a project that uses

Uses Software

• BiasedUrn

This page was built for publication: Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5451135)