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

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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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.
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Sprache:eng
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Exact sciences and technology
Mathematics
Probability and statistics
Sciences and techniques of general use
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container_title Journal of statistical computation and simulation
container_volume 35
creator Young, Dean M.
Seaman, John W.
Turner, Danny W.
description 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.
doi_str_mv 10.1080/00949659008811231
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source Taylor & Francis Journals Complete
subjects Exact sciences and technology
Mathematics
Probability and statistics
Sciences and techniques of general use
title A ratio-of-uniforms method for generating exponential power variates
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