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On random variate generation for the generalized hyperbolic secant distributions
Authors:Luc Devroye
Affiliation:(1) School of Computer Science, McGill University, 3480 University Street, H3A 2A7 Montreal, Canada
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.
Keywords:Random variate generation  generalized hyperbolic secant distribution  gamma function  natural exponential family  probability inequalities
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