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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: Yuzhi, Cai

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
Published: 2002
URI: https://cronfa.swan.ac.uk/Record/cronfa15300
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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.
College: School of Management
Start Page: 229
End Page: 243