Random Sampling from the Exponential Power Distribution
- 1 September 1980
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 75 (371) , 683
- https://doi.org/10.2307/2287669
Abstract
Two simple and easily implemented algorithms are presented for obtaining random variables from the exponential power distribution with parameter α. Both algorithms are based on a generalization of Von Neumann's rejection technique. In the first algorithm, the first-stage sampling is from the double-exponential distribution, while the second algorithm uses the normal distribution. These two algorithms are applicable for all values of α, α ≥ 1 and α ≥ 2, respectively.Keywords
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