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Discrete random variate generation using uniformization

โœ Scribed by J.G. Shanthikumar


Book ID
107989674
Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
942 KB
Volume
21
Category
Article
ISSN
0377-2217

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Random variate generation fromD-distribu
โœ Purushottam W. Laud; Paul Ramgopal; Adrian F. M. Smith ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Springer US ๐ŸŒ English โš– 266 KB

Within the context of non-parametric Bayesian inference, Dykstra and Laud (1981) define an extended gamma (EG) process and use it as a prior on increasing hazard rates. The attractive features of the extended gamma (EG) process, among them its capability to index distribution functions that are abso