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Statistics and Computing

, Volume 3, Issue 3, pp 125–134 | Cite as

On random variate generation for the generalized hyperbolic secant distributions

  • Luc Devroye
Papers

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 Harkness

Keywords

Random variate generation generalized hyperbolic secant distribution gamma function natural exponential family probability inequalities 

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Copyright information

© Chapman & Hall 1993

Authors and Affiliations

  • Luc Devroye
    • 1
  1. 1.School of Computer Science, McGill UniversityMontrealCanada

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