Generating inverse Gaussian random variates by approximation
type: Item
instance of: scholarly article
title: Generating inverse Gaussian random variates by approximation
zbMATH Open document ID: 1454.62025
author: Yongzeng Lai
published in: Computational Statistics and Data Analysis
publication date: 2010-04-01T00:00:00Z
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 5689113
describes a project that uses: TOMS659
describes a project that uses: sobol.cc
MaRDI profile type: MaRDI publication profile
full work available at URL: j.csda.2009.03.007
OpenAlex ID: W1984668033
cites work: The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables
cites work: Algorithm 659
cites work: Q4692900
cites work: Hyperbolic distributions in finance
cites work: Continuous random variate generation by fast numerical inversion
cites work: Remark on algorithm 659
cites work: Intermediate rank lattice rules and applications to finance
cites work: Generating Random Variates Using Transformations with Multiple Roots
cites work: Q4003879
cites work: Q4935943
cites work: On the Inverse Gaussian Distribution Function
cites work: Q4889887
DOI: 10.1016/J.CSDA.2009.03.007
description: scientific article; zbMATH DE number 5689113