Related papers: The Pearson IV distribution: Random variate genera…
We develop uniformly fast random variate generators for the Pearson IV distribution that can be used over the entire range of both shape parameters. Additionally, we derive an efficient algorithm for sampling from the betaized…
A universal generator for integer-valued square-integrable random variables is introduced. The generator relies on a rejection technique based on a generalization of the inversion formula for integer-valued random variables. The proposal…
Algorithms for generating random numbers that follow a gamma distribution with shape parameter less than unity are proposed. Acceptance-rejection algorithms are developed, based on the generalized exponential distribution. The squeeze…
Transforms using random matrices have been found to have many applications. We are concerned with the projection of a signal onto Gaussian-distributed random orthogonal bases. We also would like to easily invert the process through…
Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on d-dimensional rectangular regions. The complexities of the algorithms are derived, simulation results and error analysis…
A random number generator for the Kappa velocity distribution in particle simulations is proposed. Approximating the cumulative distribution function with the q-exponential function, an inverse transform procedure is constructed. The…
Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…
We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a…
An algorithm is presented which, with optimal efficiency, solves the problem of uniform random generation of distribution functions for an n-valued random variable.
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…
Unbiased random vectors i.e. distributed uniformly in n-dimensional space, are widely applied and the computational cost of generating a vector increases only linearly with n. On the other hand, generating uniformly distributed random…
Generating multivariate Poisson data is essential in many applications. Current simulation methods suffer from limitations ranging from computational complexity to restrictions on the structure of the correlation matrix. We propose a…
In general, the distribution of residuals cannot be obtained explicitly. We give an asymptotic formula for the density of Pearson residuals in continuous generalized linear models corrected to order $n^{-1}$, where $n$ is the sample size.…
We present a fast method for generating random samples according to a variable density Poisson-disc distribution. A minimum threshold distance is used to create a background grid array for keeping track of those points that might affect any…
Random graph models are frequently used as a controllable and versatile data source for experimental campaigns in various research fields. Generating such data-sets at scale is a non-trivial task as it requires design decisions typically…
We use some properties of orthogonal polynomials to provide a class of upper/lower variance bounds for a function $g(X)$ of an absolutely continuous random variable $X$, in terms of the derivatives of $g$ up to some order. The new bounds…
The Wishart distribution and its generalizations are among the most prominent probability distributions in multivariate statistical analysis, arising naturally in applied research and as a basis for theoretical models. In this paper, we…
A general method to produce uniformly distributed pseudorandom numbers with extended precision by combining two pseudorandom numbers with lower precision is proposed. In particular, this method can be used for pseudorandom number generation…
A general random effects model is proposed that allows for continuous as well as discrete distributions of the responses. Responses can be unrestricted continuous, bounded continuous, binary, ordered categorical or given in the form of…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…