| Title:
|
Generating Dirichlet random vectors using a rejection property (English) |
| Author:
|
Ştefănescu, Ştefan V. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
25 |
| Issue:
|
6 |
| Year:
|
1989 |
| Pages:
|
467-475 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60E05 |
| MSC:
|
65C10 |
| idZBL:
|
Zbl 0705.65005 |
| idMR:
|
MR1035153 |
| . |
| Date available:
|
2009-09-24T18:14:35Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124671 |
| . |
| Reference:
|
[1] J. H. Ahrens, U. Dieter: Computer methods for sampling from gamma, beta, Poisson and binomial distributions.Computing 12 (1974), 3, 223-246. Zbl 0285.65009, MR 0395151 |
| Reference:
|
[2] R. C. H. Cheng, G. M. Feast: Gamma variate generators with increased shape parameter range.Comm. ACM 23 (1980), 7, 389-394. |
| Reference:
|
[3] L. Devroye: Non-uniform Random Variate Generation.Springer-Verlag, New York--Berlin--Heidelberg 1986. Zbl 0593.65005, MR 0836973 |
| Reference:
|
[4] M. D. Jöhnk: Erzeugung von betaverteilten und gammaverteilten Zufailszahlen.Metrika 8 (1964), 5-15. MR 0182123 |
| Reference:
|
[5] S. Loukas: Simple methods for computer generation of bivariate beta random variables.J. Statist. Comput. Simulation 20 (1984), 145-152. Zbl 0567.65002 |
| Reference:
|
[6] R. E. Nance, C. L. Overstreet, Jr.: A bibliography on random number generation.Comput. Rev. 13 (1972), 495-508. |
| Reference:
|
[7] H. Sahai: A supplement to Sowey's bibliography on random number generation and related topics.Biometrical J. 22 (1980), 447-461; J. Statist. Comput. Simulation 10 (1979), 31-52. Zbl 0451.65001, MR 0596704 |
| Reference:
|
[8] E. R. Sowey: A chronological and classified bibliography on random number generation and testing.Internat. Statist. Rev. 40 (1972), 355-371. Zbl 0252.65001, MR 0423754 |
| Reference:
|
[9] E. R. Sowey: A second classified bibliography on random number generation and testing.Internat. Statist. Rev. 46 (1978), 89-102. MR 0501734 |
| Reference:
|
[10] E. R. Sowey: A third classified bibliography on random number generation and testing.J. Roy Statist. Soc. Ser. A 149 (1986), 83-107. Zbl 0587.65008, MR 0845473 |
| Reference:
|
[11] S. Ştefănescu: Another algorithm for generating Dirichlet vectors.Econom. Comput. Econom. Cybernet. Stud. Res. 22 (1987), 2, 33-38. MR 0929156 |
| Reference:
|
[12] S. Ştefănescu: Recurrent Algorithms for Generating Strings of Random Values Having Given Statistical Properties.Doctoral Thesis, Faculty of Mathematics, Bucharest 1986. |
| Reference:
|
[13] I. Văduva: Computer generation of random vectors based on transformation of uniformly distributed vectors.In: Proc. Seventh Conference on Probability Theory, Brasov 1982, Academy Publishing House, Bucharest, 1984, pp. 589-598. MR 0867483 |
| Reference:
|
[14] S. S. Wilks: Mathematical Statistics.John Wiley and Sons, New York 1962. Zbl 0173.45805, MR 0144404 |
| . |
