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Generating generalized inverse Gaussian random variates by fast inversion

descriptionPublicationkeyboard_double_arrow_right Article , Research 01 Jan 2011 Austria English Publisher:Elsevier BVJournal:Computational Statistics & Data Analysis, volume 55, pages 213-217 (issn: 0167-9473, Copyright policy )
Authors: Josef Leydold; Wolfgang Hörmann;

doi: 10.1016/j.csda.2010.07.011

Generating generalized inverse Gaussian random variates by fast inversion

Keywords

101014 Numerical mathematics, Research Report Series / Department of Statistics and Mathematics, Computational problems in statistics, 101014 Numerische Mathematik, generalized inverse Gaussian distribution, MSC 65C05, 65C10, generalized inverse Gaussian distribution / random variate generation / numerical inversion, random variate generation, numerical inversion, Statistical distribution theory, Random number generation in numerical analysis

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
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