Evaluation of algorithms for generating Dirichlet random vectors

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/51868

Title:	Evaluation of algorithms for generating Dirichlet random vectors
Authors:	Hung,YC;Balakrishnan,N;Cheng,CW
Contributors:	統計研究所
Keywords:	RANDOM NUMBERS;BETA;GAMMA;REJECTION;DISTRIBUTIONS;PROPORTIONS;VARIABLES
Date:	2011
Issue Date:	2012-03-27 19:07:59 (UTC+8)
Publisher:	國立中央大學
Abstract:	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.
Relation:	JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	612	View/Open

社群 sharing