Random Sampling from the Exponential Power Distribution
提出了两种简单易行的算法,用于从参数为α的指数幂分布中生成随机变量,分别适用于α≥1和α≥2的情况。
Abstract Two simple and easily implemented algorithms are presented for obtaining random variables from the exponential power distribution with parameter α. Both algorithms are based on a generalization of Von Neumann's rejection technique. In the first algorithm, the first-stage sampling is from the double-exponential distribution, while the second algorithm uses the normal distribution. These two algorithms are applicable for all values of α, α ≥ 1 and α ≥ 2, respectively.