Simulation techniques for generalized Gaussian densities (Q3653252)
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scientific article; zbMATH DE number 5651261
| Language | Label | Description | Also known as |
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| English | Simulation techniques for generalized Gaussian densities |
scientific article; zbMATH DE number 5651261 |
Statements
Simulation techniques for generalized Gaussian densities (English)
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22 December 2009
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generalized Gaussian density
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heavy tails
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transformations of random variables
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Monte Carlo simulation
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Lambert \(W\) function
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0.93329823
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0.88511676
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0.8843149
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