On random variate generation for the generalized hyperbolic secant distributions |
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Authors: | Luc Devroye |
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Affiliation: | (1) School of Computer Science, McGill University, 3480 University Street, H3A 2A7 Montreal, Canada |
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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 HarknessThe author's research was sponsored by NSERC Grant A3456 and FCAR Grant 90-ER-0291. |
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Keywords: | Random variate generation generalized hyperbolic secant distribution gamma function natural exponential family probability inequalities |
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