On simulating truncated skewed Cauchy random variables

被引：0
|
作者：
Teimouri, Mahdi [1 ]
Nadarajah, Saralees [2 ]
机构：
[1] Gonbad Kavous Univ, Dept Stat, Gonbad Kavous, Iran
[2] Univ Manchester, Sch Math, Manchester, Lancs, England
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2017年 / 46卷 / 02期
关键词：
Cauchy distribution; Simulation; Truncation; STABLE RANDOM-VARIABLES;
D O I：
10.1080/03610918.2014.1002617
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Shirvani and Soltani suggested a method for characterizing and simulating one-sided truncated Cauchy random variables. For simulation, that involves solving a nonlinear transformation in each iteration. Here, we propose an alternative method to generate Cauchy random variables. Our method is more general (e.g., incorporates one-sided and two-sided truncations) and does not involve solving any equation. It can be implemented even using a hand calculator.
引用
收藏
页码：1318 / 1321
页数：4
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