Generating Dirichlet random vectors using a rejection property

Ştefan V. Ştefănescu

Kybernetika (1989)

  • Volume: 25, Issue: 6, page 467-475
  • ISSN: 0023-5954

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Ştefănescu, Ştefan V.. "Generating Dirichlet random vectors using a rejection property." Kybernetika 25.6 (1989): 467-475. <http://eudml.org/doc/27826>.

@article{Ştefănescu1989,
author = {Ştefănescu, Ştefan V.},
journal = {Kybernetika},
keywords = {rejection property; algorithm; random variables; Dirichlet distribution; transformation},
language = {eng},
number = {6},
pages = {467-475},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Generating Dirichlet random vectors using a rejection property},
url = {http://eudml.org/doc/27826},
volume = {25},
year = {1989},
}

TY - JOUR
AU - Ştefănescu, Ştefan V.
TI - Generating Dirichlet random vectors using a rejection property
JO - Kybernetika
PY - 1989
PB - Institute of Information Theory and Automation AS CR
VL - 25
IS - 6
SP - 467
EP - 475
LA - eng
KW - rejection property; algorithm; random variables; Dirichlet distribution; transformation
UR - http://eudml.org/doc/27826
ER -

References

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  8. E. R. Sowey, A chronological and classified bibliography on random number generation and testing, Internat. Statist. Rev. 40 (1972), 355-371. (1972) Zbl0252.65001MR0423754
  9. E. R. Sowey, A second classified bibliography on random number generation and testing, Internat. Statist. Rev. 46 (1978), 89-102. (1978) MR0501734
  10. E. R. Sowey, A third classified bibliography on random number generation and testing, J. Roy Statist. Soc. Ser. A 149 (1986), 83-107. (1986) Zbl0587.65008MR0845473
  11. S. Ştefănescu, Another algorithm for generating Dirichlet vectors, Econom. Comput. Econom. Cybernet. Stud. Res. 22 (1987), 2, 33-38. (1987) MR0929156
  12. S. Ştefănescu, Recurrent Algorithms for Generating Strings of Random Values Having Given Statistical Properties, Doctoral Thesis, Faculty of Mathematics, Bucharest 1986. (1986) 
  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. (1982) MR0867483
  14. S. S. Wilks, Mathematical Statistics, John Wiley and Sons, New York 1962. (1962) Zbl0173.45805MR0144404

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