کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1140659 956736 2010 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Computer generation of random variables with Lindley or Poisson–Lindley distribution via the Lambert W function
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Computer generation of random variables with Lindley or Poisson–Lindley distribution via the Lambert W function
چکیده انگلیسی

We provide procedures to generate random variables with Lindley distribution, and also with Poisson–Lindley or zero-truncated Poisson–Lindley distribution, as simple alternatives to the existing algorithms. Our procedures are based on the fact that the quantile functions of these probability distributions can be expressed in closed form in terms of the Lambert W function. As a consequence, the extreme order statistics from the above distributions can also be computer generated in a straightforward manner.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematics and Computers in Simulation - Volume 81, Issue 4, December 2010, Pages 851–859
نویسندگان
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