Simulation of thep-generalized Gaussian distribution

DOI10.1080/00949655.2011.631187zbMath1431.62017OpenAlexW2091319077MaRDI QIDQ2862361

Wolf-Dieter Richter, Steve Kalke

Publication date: 15 November 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.631187

zbMATH Keywords

simulationstopping timeMonte Carlo simulationrandom numbersgoodness of fitpower exponential distribution\(p\)-generalized Gaussian distribution\(p\)-generalized polar method\(p\)-generalized rejecting polar method\(p\)-generalized uniform distribution on the \(p\)-circleexponential error distributiongeneralized arc-length measureMonty Python methodtail algorithmZiggurat method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (14)

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Uses Software

• Ziggurat
• BRENT

Cites Work

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• A one-table method for sampling from continuous and discrete distributions
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• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• A Note on the Generation of Random Normal Deviates
• Simulation techniques for generalized Gaussian densities
• A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
• The Monty Python method for generating random variables
• A Convenient Method for Generating Normal Variables

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