A ratio-of-uniforms method for generating exponential power variates

A ratio-of-uniforms method of generating exponential power variates is presented. It is compared to an established generalized rejection method developed by Tadikamalla (1980) and shown to be faster and more easily implemented.

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Bibliographische Detailangaben
Veröffentlicht in:	Journal of statistical computation and simulation 1990-03, Vol.35 (1-2), p.13-18
Hauptverfasser:	Young, Dean M., Seaman, John W., Turner, Danny W.
Format:	Artikel
Sprache:	eng
Schlagworte:	Exact sciences and technology Mathematics Probability and statistics Sciences and techniques of general use
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	A ratio-of-uniforms method of generating exponential power variates is presented. It is compared to an established generalized rejection method developed by Tadikamalla (1980) and shown to be faster and more easily implemented.
ISSN:	0094-9655 1563-5163
DOI:	10.1080/00949659008811231