Journal article 1321 views
Perfect simulation for correlated poisson random variables conditioned to be positive
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...
Published in: | Statistics and Computing |
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Published: |
2002
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URI: | https://cronfa.swan.ac.uk/Record/cronfa15300 |
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2016-05-01T15:40:38.7691328 v2 15300 2013-07-30 Perfect simulation for correlated poisson random variables conditioned to be positive eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2013-07-30 BAF 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. Journal Article Statistics and Computing 12 229 243 31 7 2002 2002-07-31 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2016-05-01T15:40:38.7691328 2013-07-30T11:21:39.5151351 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1 Wilfrid Kendall 2 |
title |
Perfect simulation for correlated poisson random variables conditioned to be positive |
spellingShingle |
Perfect simulation for correlated poisson random variables conditioned to be positive Yuzhi Cai |
title_short |
Perfect simulation for correlated poisson random variables conditioned to be positive |
title_full |
Perfect simulation for correlated poisson random variables conditioned to be positive |
title_fullStr |
Perfect simulation for correlated poisson random variables conditioned to be positive |
title_full_unstemmed |
Perfect simulation for correlated poisson random variables conditioned to be positive |
title_sort |
Perfect simulation for correlated poisson random variables conditioned to be positive |
author_id_str_mv |
eff7b8626ab4cc6428eef52516fda7d6 |
author_id_fullname_str_mv |
eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai |
author |
Yuzhi Cai |
author2 |
Yuzhi Cai Wilfrid Kendall |
format |
Journal article |
container_title |
Statistics and Computing |
container_volume |
12 |
container_start_page |
229 |
publishDate |
2002 |
institution |
Swansea University |
college_str |
Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
department_str |
School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
document_store_str |
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description |
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. |
published_date |
2002-07-31T03:17:26Z |
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1763750388770537472 |
score |
11.024221 |