Name
Title | ||
|---|---|---|
Conditional Distribution Inverse Method in Generating Uniform Random Vectors Over a Simplex |
Abstract | ||
|---|---|---|
Motivated by numerous applications in Monte Carlo techniques and as of late, in deriving non dominated solutions in multi-objective optimization problems, this article addresses generating uniform random variables (i, i epsilon 0, i=1,..., n) over a simplex in 2 (n epsilon 2), i.e., [image omitted]. In this article, first, conditional distribution of i where [image omitted] is derived and then inverse method is applied to generate random variables. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1080/03610918.2010.551012 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION |
Keywords | DocType | Volume |
Conditional probability distribution,Simplex,Uniform random vector generation | Journal | 40 |
Issue | ISSN | Citations |
5 | 0361-0918 | 3 |
PageRank | References | Authors |
0.42 | 3 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| A. Moeini | 1 | 12 | 1.61 |
| B. Abbasi | 2 | 145 | 19.89 |
| Hashem Mahlooji | 3 | 69 | 6.71 |