The simulation of generalised inverse Gaussian, generalised hyperbolic, gamma, and related random variables
By: A. C. Atkinson.
Series: Research reports - Department of Theoretical Statistics, University of Aarhus ; no. 52
Publisher: Dept. of Theoretical Statistics, Institute of Mathematics, University of Aarhus
Published: 1979
Place of publication: Aarhus
Language: eng
Number of pages: 48
Subjects: Distribution (Probability theory) -- Data processing.
Notes: Includes bibliographical references.