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    請使用永久網址來引用或連結此文件: http://ir.lib.ncu.edu.tw/handle/987654321/51868


    題名: Evaluation of algorithms for generating Dirichlet random vectors
    作者: Hung,YC;Balakrishnan,N;Cheng,CW
    貢獻者: 統計研究所
    關鍵詞: RANDOM NUMBERS;BETA;GAMMA;REJECTION;DISTRIBUTIONS;PROPORTIONS;VARIABLES
    日期: 2011
    上傳時間: 2012-03-27 19:07:59 (UTC+8)
    出版者: 國立中央大學
    摘要: In this article, we describe various well-known Dirichlet generation algorithms and evaluate their performance in terms of the following criteria: (i) computer generation time, (ii) sensitivity, and (iii) goodness of fit. In addition, we examine in particular an algorithm based on transformation of beta variates and provide three useful guidelines so as to reduce its computer generation time. Simulation results show that the proposed algorithm significantly outperforms other approaches in terms of computer generation time, except in cases when all (or most) shape parameters are close to zero.
    關聯: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
    顯示於類別:[統計研究所] 期刊論文

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