COMPUTER GENERATION OF INVERSE GAUSSIAN SAMPLES BY ENVELOPE REJECTION

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Published: Apr 28, 2011
DOI: https://doi.org/10.22452/mjs.vol30no1.9

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Wen Jau Lee
S.H. Ong

Abstract

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. (Keywords: inverse Gaussian, log-logistic distribution, computer sampling)

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How to Cite
Lee, W. J., & Ong, S. (2011). COMPUTER GENERATION OF INVERSE GAUSSIAN SAMPLES BY ENVELOPE REJECTION. Malaysian Journal of Science, 30(1), 76–80. https://doi.org/10.22452/mjs.vol30no1.9
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Vol. 30 No. 1 (2011)
Section
Original Articles

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