Generating pseudo-random variables from mixture models by exemplary sampling

Jon E. Anderson, Thomas A. Louis

Research output: Contribution to journalArticlepeer-review

Abstract

Generating samples from a two-stage distribution is an important part of the study of mixture models. These samples are used to examine estimation procedures, and other properties of the mixture model. In this paper we present an exemplary sampling method for generating data from the mixed distribution. This method uses the order statistic spacings of the mixing distribution and random sampling from the distribution conditional on the mixing variable to produce samples from the mixed distribution. We show that this exemplary procedure often produces data with an empirical distribution function closer to the mixed distribution than the Method of Composition. We illustrate the method with an example.

Original languageEnglish (US)
Pages (from-to)45-53
Number of pages9
JournalJournal of Statistical Computation and Simulation
Volume54
Issue number1-3
DOIs
StatePublished - Jan 1 1996
Externally publishedYes

Keywords

  • Exemplary data
  • Method of Composition
  • Mixtures
  • Quadrature
  • Random samples

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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