Timeline for Generating identically-distributed random variables with a constraint
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Jan 30, 2019 at 23:05 | comment | added | Kagaratsch | @Ben Perhaps you might know the answer to the following similar question? stats.stackexchange.com/questions/390049/… | |
| May 14, 2018 at 2:51 | comment | added | Ben | The analytic method specified always gives $D < X_1 < 1$, since this is the support of the conditional distribution. Hence, the value $D/X_1$ should always be within the required bounds (i.e., there is no need for any rejection step). (The same applies for $X_3$ and $D/X_3$.) | |
| May 14, 2018 at 2:29 | comment | added | Mark L. Stone | Your scheme is not really very different from what I outlined in the comments on the original post, except I formed the joint distribution by simulation rather than analytically. However, you have neglected to account for the possibility of the need to reject some samples, which you would be subject to, because $D/X_1$ or $D/X_3$ may be out of bounds. | |
| May 14, 2018 at 2:27 | history | edited | Ben | CC BY-SA 4.0 |
added 179 characters in body
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| May 14, 2018 at 2:19 | history | answered | Ben | CC BY-SA 4.0 |