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Statistics and Computing

, Volume 5, Issue 4, pp 311–315 | Cite as

Generating random variates from D-distributions via substitution sampling

  • Stephen Walker
Papers

Abstract

Laud et al. (1993) describe a method for random variate generation from D-distributions. In this paper an alternative method using substitution sampling is given. An algorithm for the random variate generation from SD-distributions is also given.

Keywords

D-distributions SD-distributions substitution sampling 

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References

  1. Devroye, L. (1986) Non-Uniform Random Variate Generation. Springer-Verlag, Berlin.Google Scholar
  2. Gelfand, A. E. and Smith, A. F. M. (1990) Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association, 85, 398–409.Google Scholar
  3. Laud, P. W. (1977) Bayesian nonparametric inference in reliability. Ph.D. Dissertation, University of Missouri, Columbia, MO.Google Scholar
  4. Laud, P. W., Damien, P. and Smith, A. F. M. (1993) Random variate generation from D-distributions. Statistics and Computing, 3, 109–12.Google Scholar
  5. Damien, P., Laud, P. W. and Smith, A. F. M. (1995) Random variate generation approximating infinitely divisible distributions with application to Bayesian inference. Journal of the Royal Statistical Society Series B. 57, 547–564.Google Scholar
  6. Smith, A. F. M. and Roberts, G. O. (1993) Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods. Journal of the Royal Statistical Society Series B 55, 3–23.Google Scholar

Copyright information

© Chapman & Hall 1995

Authors and Affiliations

  • Stephen Walker
    • 1
  1. 1.Department of MathematicsImperial CollegeLondonUK

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