Let ${\bf{\alpha}}=(\alpha_1, \alpha_2, \ldots, \alpha_m)$ and $\textbf{b}=(b_1, b_2, \ldots, b_m, b_{m+1}).$ I intend to generate sample from PDF $$ g(\alpha_1, \alpha_2, \ldots, \alpha_m)=Const. \frac{(1+\sum_{i=1}^{m}\alpha_i)^{m+1}}{\prod_{j=1}^{2}(\sum_{i=1}^{m}\alpha_ic_i+d_j)^{a_j}}\times f_{Dirichlet}({\bf{\alpha}}) , ~~~\alpha_i, c_i, d_j, a_j>0 $$ where $f_{Dirichlet}$ is the PDF of Dirichlet Type-II distribution, i.e. $$ f_{Dirichlet}({\bf{\alpha}})=\frac{\Gamma(\sum_{i=1}^{m+1}b_i) \prod_{i=1}^{m}\alpha_i^{b_i-1}}{\prod_{i=1}^{m+1}\Gamma(b_i)(1+\sum_{i=1}^{m}\alpha_i)^{\sum_{i=1}^{m+1}b_i}}~~~b_i>0. $$ I think the Metropolis-Hastings (MH) algorithm is useful. But I don't know how to choose a suitable jump distribution for choosing candidate values. What is your idea?
2026-03-29 06:29:07.1774765747
Can you suggest a method to generate random sample from following PDF?
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