On random variate generation for the generalized hyperbolic secant distributions

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1993 English Publisher:Springer Science and Business Media LLCJournal:Statistics and Computing, volume 3, pages 125-134 (issn: 0960-3174, eissn: 1573-1375,

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Authors: Luc Devroye;

doi: 10.1007/bf00147775

On random variate generation for the generalized hyperbolic secant distributions

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Abstract

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

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