No Cover Image

Journal article 1363 views

Perfect simulation for correlated poisson random variables conditioned to be positive

Yuzhi Cai Orcid Logo, Wilfrid Kendall

Statistics and Computing, Volume: 12, Pages: 229 - 243

Swansea University Author: Yuzhi Cai Orcid Logo

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...

Full description

Published in: Statistics and Computing
Published: 2002
URI: https://cronfa.swan.ac.uk/Record/cronfa15300
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2013-08-22T01:57:38Z
last_indexed 2018-02-09T04:47:09Z
id cronfa15300
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2016-05-01T15:40:38.7691328</datestamp><bib-version>v2</bib-version><id>15300</id><entry>2013-07-30</entry><title>Perfect simulation for correlated poisson random variables conditioned to be positive</title><swanseaauthors><author><sid>eff7b8626ab4cc6428eef52516fda7d6</sid><ORCID>0000-0003-3509-9787</ORCID><firstname>Yuzhi</firstname><surname>Cai</surname><name>Yuzhi Cai</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2013-07-30</date><deptcode>BAF</deptcode><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.</abstract><type>Journal Article</type><journal>Statistics and Computing</journal><volume>12</volume><paginationStart>229</paginationStart><paginationEnd>243</paginationEnd><publisher/><issnPrint/><issnElectronic/><keywords/><publishedDay>31</publishedDay><publishedMonth>7</publishedMonth><publishedYear>2002</publishedYear><publishedDate>2002-07-31</publishedDate><doi/><url/><notes/><college>COLLEGE NANME</college><department>Accounting and Finance</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>BAF</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2016-05-01T15:40:38.7691328</lastEdited><Created>2013-07-30T11:21:39.5151351</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Yuzhi</firstname><surname>Cai</surname><orcid>0000-0003-3509-9787</orcid><order>1</order></author><author><firstname>Wilfrid</firstname><surname>Kendall</surname><order>2</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2016-05-01T15:40:38.7691328 v2 15300 2013-07-30 Perfect simulation for correlated poisson random variables conditioned to be positive eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2013-07-30 BAF 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. Journal Article Statistics and Computing 12 229 243 31 7 2002 2002-07-31 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2016-05-01T15:40:38.7691328 2013-07-30T11:21:39.5151351 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1 Wilfrid Kendall 2
title Perfect simulation for correlated poisson random variables conditioned to be positive
spellingShingle Perfect simulation for correlated poisson random variables conditioned to be positive
Yuzhi Cai
title_short Perfect simulation for correlated poisson random variables conditioned to be positive
title_full Perfect simulation for correlated poisson random variables conditioned to be positive
title_fullStr Perfect simulation for correlated poisson random variables conditioned to be positive
title_full_unstemmed Perfect simulation for correlated poisson random variables conditioned to be positive
title_sort Perfect simulation for correlated poisson random variables conditioned to be positive
author_id_str_mv eff7b8626ab4cc6428eef52516fda7d6
author_id_fullname_str_mv eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai
author Yuzhi Cai
author2 Yuzhi Cai
Wilfrid Kendall
format Journal article
container_title Statistics and Computing
container_volume 12
container_start_page 229
publishDate 2002
institution Swansea University
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
description 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.
published_date 2002-07-31T03:17:26Z
_version_ 1763750388770537472
score 11.037603

Similar Items