No subject

Ben Bolker bolker at zoo.ufl.edu
Mon Nov 22 21:56:14 CET 1999


  This is off-topic (apologies), but I thought I might get a lead or two
here.

  I'm interested in generating random deviates from a multivariate
distribution which is a generalization of the beta distribution -- the
Bayesian canonical distribution for the parameter estimates of a
multinomial distribution.  Given a vector (length n-1) of probabilities p 
and a vector (length n) of shape parameters x (which would correspond to
the observed multinomial frequencies in a sample),

P(p,x) = ((sum(x)+1)!/(x1! ... x(n)!) * p(1)^x(1) * ... * (1-sum(p))^x(n)

  Does this distribution have a name?
  Can anyone point me to a way of sampling it?  Has this been done?
(Canned, or semi-canned, or translatable methods would be super ...) I was
thinking about doing a very inefficient rejection sample ... I poked
around in science citation index on references citing the CACM paper by
Cheng that's cited in rbeta.c, but didn't find anything immediately
useful.

 thanks,
  Ben Bolker
  
-- 
--------------------------------------------
Ben Bolker                                  bolker at zoo.ufl.edu
Zoology Department, University of Florida   http://www.zoo.ufl.edu/bolker
318 Carr Hall/Box 118525                    tel: (352) 392-5697
Gainesville, FL 32611-8525                  fax: (352) 392-3704

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