Sampling from a couple of positively correlated beta variates

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dc.creatorCatalani, Mario
dc.date2002-09-09
dc.date.accessioned2026-07-07T04:50:42Z
dc.date.available2026-07-07T04:50:42Z
dc.descriptionWe know that the marginals in a Dirichlet distribution are beta variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the restrictions that are to be imposed on the parameters to accomplish such a result. In the case the sampling from the Dirichlet distribution is performed through a generalization of Johnk's method we discuss the efficiency of the algorithm implementing the method.
dc.identifierhttps://arxiv.org/abs/math/0209090
dc.identifierhttp://arxiv.org/abs/math/0209090
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/64886
dc.subjectProbability
dc.subject60E05, 65C05
dc.titleSampling from a couple of positively correlated beta variates
dc.typetext

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