Simulation of polyhedral convex contoured distributions

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 representatio...

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Bibliographic Details
Published in:Journal of statistical distributions and applications 2017-03, Vol.4 (1), p.1, Article 1
Main Authors: Richter, Wolf-Dieter, Schicker, Kay
Format: Article
Language:English
Subjects:
Humanities and Social Sciences
Mathematics and Statistics
multidisciplinary
Science
Statistical Theory and Methods
Statistics
Statistics and Computing/Statistics Programs
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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.
ISSN:2195-5832
2195-5832
DOI:10.1186/s40488-017-0055-6