Loading...
Search for:
uniform-random-variables
0.009 seconds
Conditional distribution inverse method in generating uniform random vectors over a simplex
, Article Communications in Statistics: Simulation and Computation ; Volume 40, Issue 5 , Dec , 2011 , Pages 685-693 ; 03610918 (ISSN) ; Abbasi, B ; Mahlooji, H ; Sharif University of Technology
Abstract
Motivated by numerous applications in Monte Carlo techniques and as of late, in deriving non dominated solutions in multi-objective optimization problems, this article addresses generating uniform random variables (λi, λi ≥ 0, i = 1,..., n) over a simplex in ℝ2 (n ≥ 2), i.e., Σi=1 n λi = 1. In this article, first, conditional distribution of λi where Σi=1 n λi = 1 is derived and then inverse method is applied to generate random variables