Rejection Sampling for an Extended Gamma Distribution
Abstract:
The first section is an introduction to the simulation technique rejection sampling, which is used if simpler approaches fail to work. The second section summarizes the necessary results of [LWD], to implement the proposed rejection sampler. In the third section, the rejection sampler is implemented into R.
Fachgebiet:
MAT Mathematik
DDC:
510 Mathematik
Aufgabensteller:
Mathias Drton
Betreuer:
Hongjian Shi
Jahr:
2023
Quartal:
1. Quartal
Jahr / Monat:
2023-01
Monat:
Jan
Seiten/Umfang:
23
Sprache:
en
Hochschule / Universität:
Technische Universität München
Fakultät:
TUM School of Computation, Information and Technology