A SIMPLE ALGORITHM FOR GENERATING MULTINOMIAL RANDOM VECTORS WITH EXTRAVARIATION

被引：3

作者：

MOREL, JG ^{[1
]}

机构：

[1] UNIV S FLORIDA,COLL PUBL HLTH,DEPT EPIDEMIOL & BIOSTAT,TAMPA,FL 33612

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1992年 / 21卷 / 04期

关键词：

DIRICHLET-MULTINOMIAL; FINITE MIXTURE OF MULTINOMIALS; EXTRA COUNTS; DESIGN EFFECT;

D O I：

10.1080/03610919208813076

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An algorithm for generating vectors of counts with extra-variation is presented. The algorithm produces a random vector whose distribution is a finite mixture of multinomial random vectors. The proposed distribution matches the first two moments of the Dirichlet-multinomial distribution and coincides with the latter when clusters contain two elements. In a Monte Carlo study, goodness-of-fit tests for data generated under both the Dirichlet-multinomial and the finite mixture distributions are examined.

引用

页码：1255 / 1268

页数：14

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