Simulation of the<i>p</i>-generalized Gaussian distribution (Q2862361)

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Simulation of the<i>p</i>-generalized Gaussian distribution
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    Simulation of the<i>p</i>-generalized Gaussian distribution (English)
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    15 November 2013
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    random numbers
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    simulation
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    \(p\)-generalized Gaussian distribution
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    power exponential distribution
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    exponential error distribution
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    \(p\)-generalized polar method
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    \(p\)-generalized rejecting polar method
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    stopping time
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    \(p\)-generalized uniform distribution on the \(p\)-circle
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    generalized arc-length measure
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    goodness of fit
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    Monte Carlo simulation
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    Monty Python method
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    Ziggurat method
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    tail algorithm
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