𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Random variate generation for the generalized inverse Gaussian distribution

✍ Scribed by Luc Devroye

Book ID
120779350
Publisher
Springer US
Year
2012
Tongue
English
Weight
453 KB
Volume
24
Category
Article
ISSN
0960-3174

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

On random variate generation for the gen
On random variate generation for the generalized hyperbolic secant distributions
✍ Luc Devroye πŸ“‚ Article πŸ“… 1993 πŸ› Springer US 🌐 English βš– 596 KB

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

Generation of Gaussian distributed rando
Generation of Gaussian distributed random numbers by using a numerical inversion method
✍ RaΓΊl Toral; Amitabha Chakrabarti πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 649 KB

We describe a vectorizable implementation of a numerical inversion method to generate approximately Gaussian distributed random numbers. This method is, on the CRAY-YMP computer, several times faster than the standard Box-Muller-Wiener algorithm. The validity of the approximation is discussed. (1)

Random variate generation fromD-distribu
Random variate generation fromD-distributions
✍ Purushottam W. Laud; Paul Ramgopal; Adrian F. M. Smith πŸ“‚ Article πŸ“… 1993 πŸ› Springer US 🌐 English βš– 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