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- Document type:
- Bachelorarbeit
- Author(s):
- Daniel Spannagel
- Title:
- 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.
- Subject:
- MAT Mathematik
- DDC:
- 510 Mathematik
- Supervisor:
- Mathias Drton
- Advisor:
- Hongjian Shi
- Date of acceptation:
- 09.01.2023
- Year:
- 2023
- Quarter:
- 1. Quartal
- Year / month:
- 2023-01
- Month:
- Jan
- Pages:
- 23
- Language:
- en
- University:
- Technische Universität München
- Faculty:
- TUM School of Computation, Information and Technology
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX