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

DOI10.1080/00949658908811182MaRDI QIDQ5750109zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cites work

• A Note on Sampling from Combinations of Distributions
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• Sufficient Conditions for a Mixture of Exponentials to be a Probability Density Function

Cited in

(4)

• scientific article; zbMATH DE number 1248050 (Why is no real title available?)
• Simulation in exponential families
• Simulation of some mixed lifetime distributions
• Simulating signed mixtures

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