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Simulation from the bessel distribution with applications - MaRDI portal

Simulation from the bessel distribution with applications (Q4444970)

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scientific article; zbMATH DE number 2034346
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Simulation from the bessel distribution with applications
scientific article; zbMATH DE number 2034346

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    Simulation from the bessel distribution with applications (English)
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    28 January 2004
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    Bessel distribution
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    simulation
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    rejection method
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    non-central \(\chi^2\)
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    Downton's bivariate exponential distribution
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    Markov chain Monte Carlo method
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    MCMC
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    numerical examples
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    comparison of methods
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