On random variate generation for the generalized hyperbolic secant distributions

✍ Scribed by Luc Devroye

• Publisher: Springer US
• Year: 1993
• Tongue: English
• Weight: 596 KB
• Volume: 3
• Category: Article
• ISSN: 0960-3174
• DOI: 10.1007/bf00147775

✦ Synopsis

We give random variate generators for the generalized hyperbolic secant distribution and related families such as Morris's skewed generalized hyperbolic secant family and a family introduced by Laha and Lukacs. The rejection method generators are uniformly fast over the parameter space and are based upon a complex function representation of the distributions due to Harkness and Harkness