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trawl (version 0.2.2)

Trivariate_LSDsim: Simulates from the trivariate logarithmic series distribution

Description

Simulates from the trivariate logarithmic series distribution

Usage

Trivariate_LSDsim(N, p1, p2, p3)

Arguments

N

number of data points to be simulated

p1

parameter \(p1\) of the trivariate logarithmic series distribution

p2

parameter \(p2\) of the trivariate logarithmic series distribution

p3

parameter \(p3\) of the trivariate logarithmic series distribution

Value

An \(N \times 3\) matrix with \(N\) simulated values from the trivariate logarithmic series distribution

Details

The probability mass function of a random vector \(X=(X_1,X_2,X_3)' \) following the trivariate logarithmic series distribution with parameters \(0<p_1, p_2, p_3<1\) with \(p:=p_1+p_2+p_3<1\) is given by $$P(X_1=x_1,X_2=x_2,X_3=x_3)=\frac{\Gamma(x_1+x_2+x_3)}{x_1!x_2!x_3!} \frac{p_1^{x_1}p_2^{x_2}p_3^{x_3}}{(-\log(1-p))},$$ for \(x_1,x_2,x_3=0,1,2,\dots\) such that \(x_1+x_2+x_3>0\).

The simulation proceeds in two steps: First, \(X_1\) is simulated from the modified logarithmic distribution with parameters \(\tilde p_1=p_1/(1-p_2-p_3)\) and \(\delta_1=\log(1-p_2-p_3)/\log(1-p)\). Then we simulate \((X_2,X_3)'\) conditional on \(X_1\). We note that \((X_2,X_3)'|X_1=x_1\) follows the bivariate logarithmic series distribution with parameters \((p_2,p_3)\) when \(x_1=0\), and the bivariate negative binomial distribution with parameters \((x_1,p_2,p_3)\) when \(x_1>0\).