Simulation of gamma records
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Publication:334041
DOI10.1016/j.spl.2016.08.002zbMath1398.62124OpenAlexW2517258520MaRDI QIDQ334041
Alexei Stepanov, A. I. Pakhteev
Publication date: 31 October 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.08.002
recordschi-square testGamma distributionrejection methodgeneration techniquesinverse-transform method
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Related Items (7)
On simulation of weak records ⋮ On simulation of normal records ⋮ Generation of records obtained from sequences of independent and non-identically distributed variables ⋮ North-east bivariate records ⋮ Discrete records: limit theorems for their spacings and generation methods ⋮ On the mathematical theory of records ⋮ Generating large sequences of normal maxima via record values
Cites Work
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- Records with confirmation
- Numbers of near bivariate record-concomitant observations
- Fisher information in record data
- Concomitants of records: limit results, generation techniques, correlation
- A convenient way of generating gamma random variables using generalized exponential distribu\-tion
- Comparing the Fisher information in record data and random observations
- On the Fisher information in record data
- On Box–Muller Transformation and Simulation of Normal Record Data
- On estimating population characteristics from record-breaking observations. i. parametric results
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