q-Gaussian distributions. Simplifications and simulations
概率论
2012-08-13 v5 统计理论
统计理论
摘要
We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.
引用
@article{arxiv.math/0510153,
title = {q-Gaussian distributions. Simplifications and simulations},
author = {Paweł J. Szabłowki},
journal= {arXiv preprint arXiv:math/0510153},
year = {2012}
}
备注
13 pages