Generating Augmented Quaternion Random Variable With Generalized Gaussian Distribution

Generating generalized inverse Gaussian random variates

The generalized inverse Gaussian distribution has become quite popular in financial engineering. The most popular random variate generator is due to Dagpunar (1989). It is an acceptance-rejection algorithm method based on the Ratio-of-uniforms method. However, it is not uniformly fast as it has a prohibitive large rejection constant when the distribution is close to the gamma distribution. Rece...

generating a random sample from gamma distribution using generalized exponential distribution.

in this paper, we discuss generating a random sample from gamma distribution using generalized exponential distribution.

Generalized Box-Muller method for generating q-Gaussian random deviates

The q-Gaussian distribution is known to be an attractor of certain correlated systems, and is the distribution which, under appropriate constraints, maximizes the entropy Sq , the basis of nonextensive statistical mechanics. This theory is postulated as a natural extension of the standard (Boltzmann-Gibbs) statistical mechanics, and may explain the ubiquitous appearance of heavy-tailed distribu...

On a quaternion valued Gaussian random variables

In the present note we show that Polya’s type characterization theorem of Gaussian distributions does not hold. This happens because in the linear form, constituted by the independent copies of quaternion random variables, a part of the quaternion coefficients is written on the right hand side and another part on the left side. This gives a negative answer to the question posed in [1]. Mathemat...

Generating Gaussian Pseudo-Random Deviates