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題名 Evaluation of Algorithms for Generating Dirichlet Random Vectors
作者 Hung,Y. C.;N. Balakrishnan;Cheng,C. W.
貢獻者 統計系
日期 2011-04
上傳時間 23-Dec-2014 15:09:15 (UTC+8)
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,18(4),445-459
資料類型 article
DOI http://dx.doi.org/10.1080/00949650903409999
dc.contributor 統計系en_US
dc.creator (作者) Hung,Y. C.;N. Balakrishnan;Cheng,C. W.en_US
dc.date (日期) 2011-04en_US
dc.date.accessioned 23-Dec-2014 15:09:15 (UTC+8)-
dc.date.available 23-Dec-2014 15:09:15 (UTC+8)-
dc.date.issued (上傳時間) 23-Dec-2014 15:09:15 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/72218-
dc.description.abstract (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.en_US
dc.format.extent 137 bytes-
dc.format.mimetype text/html-
dc.language.iso en_US-
dc.relation (關聯) Journal of Statistical Computation and Simulation,18(4),445-459en_US
dc.title (題名) Evaluation of Algorithms for Generating Dirichlet Random Vectorsen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1080/00949650903409999en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1080/00949650903409999en_US