Random variate generation for the generalized inverse Gaussian distribution
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Publication:892467
DOI10.1007/s11222-012-9367-zzbMath1325.65021OpenAlexW1995049106MaRDI QIDQ892467
Publication date: 19 November 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-012-9367-z
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Uses Software
Cites Work
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- Generating Random Variates Using Transformations with Multiple Roots
- Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions
- A rejection technique for sampling from T -concave distributions
- Adaptive Rejection Sampling for Gibbs Sampling
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