发表状态 | 已发表Published |
题名 | Generation of multivariate distributions by vertical density representation |
作者 | |
发表日期 | 2001 |
发表期刊 | Statistics
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ISSN/eISSN | 0233-1888 |
卷号 | 35期号:3页码:281-293 |
摘要 | Troutt (1991, 1993) proposed the idea of the vertical density representation (VDR) based on Box-Mular method. Kotz, Fang and Liang (1997) provided a systematic study on the multivariate vertical density representation (MVDR). Suppose that we want to generate a random vector X ∈ RM that has a density function f(x). The key point of using the MVDR is to generate the uniform distribution on S̄f(v) = {x:f(x) = v} for any v > 0 which is the surface in Rn. In this paper we use the conditional distribution method to generate the uniform distribution on a domain or on some surface and based on it we proposed an alternative version of the MVDR(type 2 MVDR), by which one can transfer the problem of generating a random vector X with given density f to one of generating (X, Xn+1) that follows the uniform distribution on a region in Rn+1 defined by f. Several examples indicate that the proposed method is quite practical. |
关键词 | Generation of distributions Monte Carlo methods Uniform distribution Vertical density representation |
DOI | 10.1080/02331880108802737 |
URL | 查看来源 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000170524900007 |
Scopus入藏号 | 2-s2.0-0009943948 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/2478 |
专题 | 个人在本单位外知识产出 |
通讯作者 | Fang, Kaitai |
作者单位 | 1.Hong Kong Baptist University, Hong Kong 2.Beijing Polytechnic University, China 3.George Washington University, United States |
推荐引用方式 GB/T 7714 | Fang, Kaitai,Yang, Zhenhai,Kotz, Samuel. Generation of multivariate distributions by vertical density representation[J]. Statistics, 2001, 35(3): 281-293. |
APA | Fang, Kaitai, Yang, Zhenhai, & Kotz, Samuel. (2001). Generation of multivariate distributions by vertical density representation. Statistics, 35(3), 281-293. |
MLA | Fang, Kaitai,et al."Generation of multivariate distributions by vertical density representation". Statistics 35.3(2001): 281-293. |
条目包含的文件 | 条目无相关文件。 |
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