Simulating from a mixture of exponential distributions with some negatively weighted components

DOI10.1080/00949658908811182zbMath0718.62036OpenAlexW2081299968MaRDI QIDQ5750109

Chris A. Glasbey, David A. Elston

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/00949658908811182

zbMATH Keywords

linear programmingmixture distributionsmixture of exponential distributionsacceptance probabilityacceptance-rejection algorithmaverage simulation timegeneral Erlang (GE) distributionsmixture of general Erlang distributions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of mathematical programming (90C90) Linear programming (90C05) Statistical distribution theory (62E99)

Cites Work

• Sufficient Conditions for a Mixture of Exponentials to be a Probability Density Function
• A Note on Sampling from Combinations of Distributions
• Unnamed Item

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