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
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The author's research was sponsored by NSERC Grant A3456 and FCAR Grant 90-ER-0291.
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Devroye, L. On random variate generation for the generalized hyperbolic secant distributions. Stat Comput 3, 125–134 (1993). https://doi.org/10.1007/BF00147775
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DOI: https://doi.org/10.1007/BF00147775
Keywords
- Random variate generation
- generalized hyperbolic secant distribution
- gamma function
- natural exponential family
- probability inequalities