Generating generalized inverse Gaussian random variates (Q892803): Difference between revisions

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+Hyperbolic distributions in finance
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+The inverse Gaussian distribution. Statistical theory and applications
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+First hitting time models for the generalized inverse Gaussian distribution
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+Statistical properties of the generalized inverse Gaussian distribution
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+Q3331506
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+Random variate generation by numerical inversion when only the density is known
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+The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables
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+Simulation and Monte Carlo
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+Generating generalized inverse Gaussian random variates by fast inversion
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+Q4435446
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+A one-table method for sampling from continuous and discrete distributions
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+Computer Generation of Random Variables Using the Ratio of Uniform Deviates
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+Automatic sampling with the ratio-of-uniforms method
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+A rejection technique for sampling from             <i>T</i>             -concave distributions
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+Q3723577
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+A simple algorithm for generating random variates with a log-concave density
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+A simple universal generator for continuous and discrete univariate T-concave distributions
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+Q3994388
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+Publication:892803