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### Perfect simulation for correlated poisson random variables conditioned to be positive / Yuzhi Cai; Wilfrid Kendall

Statistics and Computing, Volume: 12, Pages: 229 - 243

Swansea University Author:

Abstract

In this paper we present a perfect simulation method for obtaining perfect samples from collections of correlated Poisson random variables conditioned to be positive. We show how to use this method to produce a perfect sample from a Boolean model conditioned to cover a set of points: in \cite{Kendal...

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Published in: Statistics and Computing 2002 https://cronfa.swan.ac.uk/Record/cronfa15300 No Tags, Be the first to tag this record!
Abstract: In this paper we present a perfect simulation method for obtaining perfect samples from collections of correlated Poisson random variables conditioned to be positive. We show how to use this method to produce a perfect sample from a Boolean model conditioned to cover a set of points: in \cite{KendallThoennes-1997} this special case was treated in a more complicated way. The method is applied to several simple examples where exact calculations can be made, so as to check correctness of the program using $$\chi ^2$$-tests, and some small-scale experiments are carried out to explore the behaviour of the conditioned Boolean model. School of Management 229 243