Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions
Publication:491385
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
Laguerre polynomialrejection samplingexact random variate generationexponentially tilted \(\alpha\)-stable distributiongamma tilted \(\alpha\)-stable distributionnoncentral generalized factorial coefficient
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Cites Work
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