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

DOI10.1080/03610910701790236zbMath1138.62008WikidataQ29306576 ScholiaQ29306576MaRDI QIDQ5451135

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

sampling; Monte Carlo simulation; variate generation; Fisher's noncentral hypergeometric distribution; Wallenius' noncentral hypergeometric distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E15: Exact distribution theory in statistics

62D05: Sampling theory, sample surveys

65C05: Monte Carlo methods

Related Items

A Bayesian extension of the hypergeometric test for functional enrichment analysis, Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution, Efficient algorithm for generating Maxwell random variables, Faster arithmetic for number-theoretic transforms

Uses Software

• BiasedUrn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The ratio of uniforms approach for generating discrete random variates
• Bayesian computation and stochastic systems. With comments and reply.
• Optimum Monte-Carlo sampling using Markov chains
• A non-central multivariate hypergeometric distribution arising from biased sampling with application to selective predation
• Random variate generation for multivariate unimodal densities
• Exact Tests of Goodness of Fit of Log‐Linear Models for Rates
• A Model for Certain Types of Selection Experiments
• Fast and Stable Algorithms for Computing and Sampling From the Noncentral Hypergeometric Distribution
• Properties of the Extended Hypergeometric Distribution
• Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution
• Monte Carlo sampling methods using Markov chains and their applications