Generating Dirichlet random vectors using a rejection property
Kybernetika, Tome 25 (1989) no. 6, pp. 467-475 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 60E05, 65C10
@article{KYB_1989_25_6_a3,
     author = {\c{S}tef\u{a}nescu, \c{S}tefan V.},
     title = {Generating {Dirichlet} random vectors using a rejection property},
     journal = {Kybernetika},
     pages = {467--475},
     year = {1989},
     volume = {25},
     number = {6},
     mrnumber = {1035153},
     zbl = {0705.65005},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1989_25_6_a3/}
}
TY  - JOUR
AU  - Ştefănescu, Ştefan V.
TI  - Generating Dirichlet random vectors using a rejection property
JO  - Kybernetika
PY  - 1989
SP  - 467
EP  - 475
VL  - 25
IS  - 6
UR  - http://geodesic.mathdoc.fr/item/KYB_1989_25_6_a3/
LA  - en
ID  - KYB_1989_25_6_a3
ER  - 
%0 Journal Article
%A Ştefănescu, Ştefan V.
%T Generating Dirichlet random vectors using a rejection property
%J Kybernetika
%D 1989
%P 467-475
%V 25
%N 6
%U http://geodesic.mathdoc.fr/item/KYB_1989_25_6_a3/
%G en
%F KYB_1989_25_6_a3
Ştefănescu, Ştefan V. Generating Dirichlet random vectors using a rejection property. Kybernetika, Tome 25 (1989) no. 6, pp. 467-475. http://geodesic.mathdoc.fr/item/KYB_1989_25_6_a3/

[1] J. H. Ahrens, U. Dieter: Computer methods for sampling from gamma, beta, Poisson and binomial distributions. Computing 12 (1974), 3, 223-246. | MR | Zbl

[2] R. C. H. Cheng, G. M. Feast: Gamma variate generators with increased shape parameter range. Comm. ACM 23 (1980), 7, 389-394.

[3] L. Devroye: Non-uniform Random Variate Generation. Springer-Verlag, New York--Berlin--Heidelberg 1986. | MR | Zbl

[4] M. D. Jöhnk: Erzeugung von betaverteilten und gammaverteilten Zufailszahlen. Metrika 8 (1964), 5-15. | MR

[5] S. Loukas: Simple methods for computer generation of bivariate beta random variables. J. Statist. Comput. Simulation 20 (1984), 145-152. | Zbl

[6] R. E. Nance, C. L. Overstreet, Jr.: A bibliography on random number generation. Comput. Rev. 13 (1972), 495-508.

[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. | MR | Zbl

[8] E. R. Sowey: A chronological and classified bibliography on random number generation and testing. Internat. Statist. Rev. 40 (1972), 355-371. | MR | Zbl

[9] E. R. Sowey: A second classified bibliography on random number generation and testing. Internat. Statist. Rev. 46 (1978), 89-102. | MR

[10] E. R. Sowey: A third classified bibliography on random number generation and testing. J. Roy Statist. Soc. Ser. A 149 (1986), 83-107. | MR | Zbl

[11] S. Ştefănescu: Another algorithm for generating Dirichlet vectors. Econom. Comput. Econom. Cybernet. Stud. Res. 22 (1987), 2, 33-38. | MR

[12] S. Ştefănescu: Recurrent Algorithms for Generating Strings of Random Values Having Given Statistical Properties. Doctoral Thesis, Faculty of Mathematics, Bucharest 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. | MR

[14] S. S. Wilks: Mathematical Statistics. John Wiley and Sons, New York 1962. | MR | Zbl