Simulating from a mixture of exponential distributions with some negatively weighted components

DOI10.1080/00949658908811182zbMATH Open0718.62036OpenAlexW2081299968MaRDI QIDQ5750109FDOQ5750109

Authors: David A. Elston, C. A. Glasbey 

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811182

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zbMATH Keywords

linear programmingmixture distributionsmixture of exponential distributionsacceptance probabilityacceptance-rejection algorithmaverage simulation timegeneral Erlang (GE) distributionsmixture of general Erlang distributions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Linear programming (90C05) Applications of mathematical programming (90C90) Statistical distribution theory (62E99)

Cites Work

• Title not available (Why is that?)
• Sufficient Conditions for a Mixture of Exponentials to be a Probability Density Function
• A Note on Sampling from Combinations of Distributions

Cited In (3)

• Simulation of some mixed lifetime distributions
• Title not available (Why is that?)
• Simulation in exponential families

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