On perfect simulation for some mixtures of distributions
نویسندگان
چکیده
This paper studies the implementation of the coupling from the past (CFTP) method of Propp and Wilson (1996) in the setup of two and three component mixtures with known components. We show that monotonic-ity structures can be exhibited in both cases, but that CFTP can still be costly for three component mixtures. We conclude with a simulation experiment exhibiting an almost perfect sampling scheme where we only consider a subset of the exhaustive set of starting values.
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ورودعنوان ژورنال:
- Statistics and Computing
دوره 9 شماره
صفحات -
تاریخ انتشار 1999