Computer generation of inverse Gaussian samples by envelope rejection
The paper proposes a method for computer sampling from the inverse Gaussian distribution with parameters ,m by envelope rejection with the log-logistic distribution as the envelope distribution for m . The proposed rejection algorithm is shown to have good efficiency.
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| Format: | Journal |
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Malaysian Journal of Science, University of Malaya
2011
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| Online Access: | http://www.myjurnal.my/public/article-view.php?id=36566 |