Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions

DOI10.1214/15-EJS1033zbMath1328.62071OpenAlexW1593602095MaRDI QIDQ491385

Stefano Favaro, Yee Whye Teh, Bernardo Nipoti

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1433982944

zbMATH Keywords

Laguerre polynomialrejection samplingexact random variate generationexponentially tilted \(\alpha\)-stable distributiongamma tilted \(\alpha\)-stable distributionnoncentral generalized factorial coefficient

Mathematics Subject Classification ID

Related Items (4)

The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula ⋮ A Berry-Esseen theorem for Pitman's \(\alpha\)-diversity ⋮ Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions ⋮ Is infinity that far? A Bayesian nonparametric perspective of finite mixture models

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