Generating random variates from a bicompositional Dirichlet distribution

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Abstract

A composition is a vector of positive components summing to a constant. The sample space of a composition is the simplex and the sample space of two compositions, a bicomposition, is a Cartesian product of two simplices. We present a way of generating random variates from a bicompositional Dirichlet distribution defined on the Cartesian product of two simplices using the rejection method. We derive a general solution for finding a dominating density function and a rejection constant, and also compare this solution to using a uniform dominating density function. Finally some examples of generated bicompositional random variates, with varying
number of components, are presented.
Original languageEnglish
Pages (from-to)797-805
JournalJournal of Statistical Computation and Simulation
Volume82
Issue number6
DOIs
Publication statusPublished - 2012

Subject classification (UKÄ)

  • Probability Theory and Statistics

Keywords

  • Bicompositional Dirichlet distribution
  • Composition
  • Dirichlet distribution
  • Random variate generation
  • Rejection method
  • Simplex

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