Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion

DOI10.2307/2347708MaRDI QIDQ3704796zbMATH OpenOpenAlexFDO

Authors Russell C. H. Cheng

Publication date 1984

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347708

zbMATH Keywords

antithetic variatesCochran-type decompositionextreme value distributioninverse Gaussian distributionMonte Carlo simulationvariance reductionWeibull distribution

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(5)

• Estimation of means and covariances of inverse-Gaussian order statistics.
• scientific article; zbMATH DE number 3942723 (Why is no real title available?)
• Rejection-inversion to generate variates from monotone discrete distributions
• Generating generalized inverse Gaussian random variates
• Generating inverse Gaussian random variates by approximation

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