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政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/72218

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/72218

Title:	Evaluation of Algorithms for Generating Dirichlet Random Vectors
Authors:	Hung,Y. C.;N. Balakrishnan;Cheng,C. W.
Contributors:	統計系
Date:	2011-04
Issue Date:	2014-12-23 15:09:15 (UTC+8)
Abstract:	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.
Relation:	Journal of Statistical Computation and Simulation,18(4),445-459
Data Type:	article
DOI 連結:	http://dx.doi.org/10.1080/00949650903409999
DOI:	10.1080/00949650903409999
Appears in Collections:	[統計學系] 期刊論文

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