Random variate generation for the generalized inverse Gaussian distribution (Q892467)
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scientific article; zbMATH DE number 6511662
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| English | Random variate generation for the generalized inverse Gaussian distribution |
scientific article; zbMATH DE number 6511662 |
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Random variate generation for the generalized inverse Gaussian distribution (English)
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19 November 2015
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random variate generation
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simulation
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Monte Carlo method
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expected time analysis
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