科研成果详情

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
ISSN/eISSN0233-1888
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
DOI10.1080/02331880108802737
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
被引频次:10[WOS]   [WOS记录]     [WOS相关记录]
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.
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