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