ON RANDOM VARIATE GENERATION FOR THE GENERALIZED HYPERBOLIC SECANT DISTRIBUTIONS

被引：5

作者：

DEVROYE, L ^{[1
]}

机构：

[1] MCGILL UNIV,SCH COMP SCI,MONTREAL H3A 2A7,QUEBEC,CANADA

来源：

STATISTICS AND COMPUTING | 1993年 / 3卷 / 03期

关键词：

RANDOM VARIATE GENERATION; GENERALIZED HYPERBOLIC SECANT DISTRIBUTION; GAMMA-FUNCTION; NATURAL EXPONENTIAL FAMILY; PROBABILITY INEQUALITIES;

D O I：

10.1007/BF00147775

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

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

引用

页码：125 / 134

页数：10

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