Simulation of the \(p\)-generalized Gaussian distribution (Q2862361)

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scientific article; zbMATH DE number 6227366
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    Simulation of the \(p\)-generalized Gaussian distribution
    scientific article; zbMATH DE number 6227366

      Statements

      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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