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Generating generalized inverse Gaussian random variates

✍ Scribed by Wolfgang Hörmann, Josef Leydold

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Random variate generation for the genera

✍ Luc Devroye 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 453 KB

Continuous random variate generation by

✍ Hörmann, Wolfgang; Leydold, Josef 📂 Article 📅 2003 🏛 Association for Computing Machinery 🌐 English ⚖ 158 KB

Gaussian random number generators

✍ Thomas, David B.; Luk, Wayne; Leong, Philip H.W.; Villasenor, John D. 📂 Article 📅 2007 🏛 Association for Computing Machinery 🌐 English ⚖ 417 KB

Dominated rejection algorithms for gener

✍ Timothy Hall 📂 Article 📅 2012 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 216 KB

A Gaussian-generalized inverse Gaussian

✍ Marco Ferrante; Paolo Vidoni 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 123 KB

Generation of Inverse Gaussian Variates

✍ Cheng, Russell C. H. 📂 Article 📅 1984 🏛 JSTOR ⚖ 706 KB