Random variate generation for the digamma and trigamma distributions
- 1 November 1992
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 43 (3-4) , 197-216
- https://doi.org/10.1080/00949659208811438
Abstract
We derive uniformly fast random variate generators for Sibuya's digamma and trigamma families. Some of these generators are based upon the close resemblance between these distributions and selected generalized hypergeometric distributions. The generators can also be used for the discrete stable distribution, the Yule distribution, Mizutani's distribution and the Waring distribution.Keywords
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