Magnar LillegÅRd
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Magnar LillegÅRd has a total of 1 co-authors. Here are the top co-authors by number of shared publications:
- Steinar Engen
Dept. of Mathematical Sciences, Centre for Biodiversity Dynamics, Norwegian University of Science and Technology, NO-7491 Trondheim, Norway
1 shared publication
Latest Publications
- 1 March 1997
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 84 (1) , 235-240
Miscellanea. Stochastic simulations conditioned on sufficient statistics
A general method for doing Monte Carlo simulations conditioned on sufficient statistics is presented. The basic idea is to adjust the parameter values in the corresponding unconditional simulation so that the actual value of the sufficient statistic is obtained. In the case of multiple solutions to this problem, the method has to be modiiied, even if the corresponding value of the simulated variable is unique for each simulation. The methods are illustrated for some simple models in which the conditional distributions are well known. As a more complicated example, an exact ‘analysis of variance’ test in the gamma model is performed. Other examples are a modifimtion of the Kolmogorov goodness-of-fit test into an exact test, and minimum variance unbiased estimation of cumulative distributions.
- 1 March 1997
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 84 (1) , 235-240
Miscellanea. Stochastic simulations conditioned on sufficient statistics
A general method for doing Monte Carlo simulations conditioned on sufficient statistics is presented. The basic idea is to adjust the parameter values in the corresponding unconditional simulation so that the actual value of the sufficient statistic is obtained. In the case of multiple solutions to this problem, the method has to be modiiied, even if the corresponding value of the simulated variable is unique for each simulation. The methods are illustrated for some simple models in which the conditional distributions are well known. As a more complicated example, an exact ‘analysis of variance’ test in the gamma model is performed. Other examples are a modifimtion of the Kolmogorov goodness-of-fit test into an exact test, and minimum variance unbiased estimation of cumulative distributions.