Simulation of polyhedral convex contoured distributions. (English) Zbl 1386.65055
Summary: 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.
MSC:
| 65C50 | Other computational problems in probability (MSC2010) |
| 60E05 | Probability distributions: general theory |
| 62H10 | Multivariate distribution of statistics |
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 probabilitiesReferences:
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