COMPUTER GENERATION OF INVERSE GAUSSIAN SAMPLES BY ENVELOPE REJECTION

Authors

  • Wen Jau Lee
  • S.H. Ong

DOI:

https://doi.org/10.22452/mjs.vol30no1.9

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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Published

28-04-2011

Issue

Vol. 30 No. 1 (2011)

Section

Original Articles

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How to Cite

COMPUTER GENERATION OF INVERSE GAUSSIAN SAMPLES BY ENVELOPE REJECTION. (2011). Malaysian Journal of Science (MJS), 30(1), 76-80. https://doi.org/10.22452/mjs.vol30no1.9