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Random Sampling from the Exponential Power Distribution

✍ Scribed by Tadikamalla, Pandu R.


Book ID
120627778
Publisher
American Statistical Association
Year
1980
Tongue
English
Weight
385 KB
Volume
75
Category
Article
ISSN
0162-1459

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Random sampling from a truncated bivaria
✍ Khalaf E. Ahmad; Nagi S. Abd El-Hakim πŸ“‚ Article πŸ“… 1990 πŸ› Elsevier Science 🌐 English βš– 171 KB

A simple and easily implemented algorithm is presented for obtaining random variables from a truncated standard normal distribution. The algorithm is based on a generalization of Von Neumann's rejection technique. The first-stage sampling in our algorithm is from the truncated logistic distribution.