Generating generalized inverse Gaussian random variates
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Publication:892803
DOI10.1007/s11222-013-9387-3zbMath1325.62031OpenAlexW2059893117MaRDI QIDQ892803
Josef Leydold, Wolfgang Hörmann
Publication date: 12 November 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://epub.wu.ac.at/3784/1/Report123.pdf
Characterization and structure theory of statistical distributions (62E10) Random number generation in numerical analysis (65C10)
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