Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion

DOI10.2307/2347708zbMATH Open0582.65003OpenAlexW157402711MaRDI QIDQ3704796

Russell C. H. Cheng

Publication date: 1984

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347708

zbMATH Keywords

Monte Carlo simulationinverse Gaussian distributionvariance reductionWeibull distributionextreme value distributionantithetic variatesCochran-type decomposition

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (2)

Generating generalized inverse Gaussian random variates ⋮ Rejection-inversion to generate variates from monotone discrete distributions

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