Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions |
| |
Authors: | Agner Fog |
| |
Institution: | 1. Department of Electronics and Information Technology , Aalborg University Copenhagen, Copenhagen University College of Engineering , Ballerup, Denmark agner@agner.org |
| |
Abstract: | Several methods for generating variates with univariate and multivariate Walleniu' and Fisher's noncentral hypergeometric distributions are developed. Methods for the univariate distributions include: simulation of urn experiments, inversion by binary search, inversion by chop-down search from the mode, ratio-of-uniforms rejection method, and rejection by sampling in the τ domain. Methods for the multivariate distributions include: simulation of urn experiments, conditional method, Gibbs sampling, and Metropolis-Hastings sampling. These methods are useful for Monte Carlo simulation of models of biased sampling and models of evolution and for calculating moments and quantiles of the distributions. |
| |
Keywords: | Fisher's noncentral hypergeometric distribution Monte Carlo simulation Sampling variate generation Walleniu' noncentral hypergeometric distribution |
|
|