Simulation of polyhedral convex contoured distributions

Wolf-Dieter Richter () and Kay Schicker
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Wolf-Dieter Richter: University of Rostock
Kay Schicker: University of Rostock

Journal of Statistical Distributions and Applications, 2017, vol. 4, issue 1, 1-19

Abstract: Abstract In low dimensions, the relatively easily implementable acceptance-rejection method for generating polyhedral convex contoured uniform distributions is compared to more sophisticated particular methods from the literature, and applied to drug combination studies. Based upon a stochastic representation, the method is extended to the general class of polyhedral convex contoured distributions of known dimension. Based upon a geometric measure representation, an algorithm for simulating corresponding probabilities of rather arbitrary random events is derived.

Keywords: Acceptance-rejection method; Polyhedral convex contoured uniform distribution; Minkowski functional; Geometric and stochastic representation; The class of polyhedral convex contoured distributions; Simulation of distributions and probabilities; MSC 65C05; MSC 62E15; MSC 68U20 (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1186/s40488-017-0055-6

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