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On random variate generation for the generalized hyperbolic secant distributions

机译:On random variate generation for the generalized hyperbolic secant distributions

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摘要

We give random variate generators for the generalized hyperbolic secant distribution and related families such as Morris's skewed generalized hyperbolic secant family and a family introduced by Laha and Lukacs. The rejection method generators are uniformly fast over the parameter space and are based upon a complex function representation of the distributions due to Harkness and Harkness

著录项

  • 来源
    《statistics and computing》 |1993年第3期|125-134|共页
  • 作者

    LucDevroye;

  • 作者单位

    School of Computer Science, McGill University;

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  • 正文语种 英语
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