Journal article 1363 views
Perfect simulation for correlated poisson random variables conditioned to be positive
Yuzhi Cai 
,
Wilfrid Kendall
,
Wilfrid Kendall
Statistics and Computing, Volume: 12, Pages: 229 - 243
Swansea University Author:
Yuzhi Cai
Abstract
In this paper we present a perfect simulation method for obtaining perfect samples from collections of correlated Poisson random variables conditioned to be positive. We show how to use this method to produce a perfect sample from a Boolean model conditioned to cover a set of points: in \cite{Kendal...
| Published in: | Statistics and Computing |
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| Published: |
2002
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15300 |
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| Abstract: |
In this paper we present a perfect simulation method for obtaining perfect samples from collections of correlated Poisson random variables conditioned to be positive. We show how to use this method to produce a perfect sample from a Boolean model conditioned to cover a set of points: in \cite{KendallThoennes-1997} this special case was treated in a more complicated way. The method is applied to several simple examples where exact calculations can be made, so as to check correctness of the program using \(\chi ^2\)-tests, and some small-scale experiments are carried out to explore the behaviour of the conditioned Boolean model. |
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| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
229 |
| End Page: |
243 |