A convenient way of generating gamma random variables using generalized exponential distribution
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Gupta, Rameshwar D. & Kundu, Debasis, 2003. "Discriminating between Weibull and generalized exponential distributions," Computational Statistics & Data Analysis, Elsevier, vol. 43(2), pages 179-196, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Chuanhai Liu & Ryan Martin & Nick Syring, 2017. "Efficient simulation from a gamma distribution with small shape parameter," Computational Statistics, Springer, vol. 32(4), pages 1767-1775, December.
- Pavel Loskot, 2021. "A Generative Model for Correlated Graph Signals," Mathematics, MDPI, vol. 9(23), pages 1-12, November.
- Ong, S.H. & Lee, Wen-Jau, 2008. "Computer generation of negative binomial variates by envelope rejection," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4175-4183, May.
- Meintanis, Simos G., 2008. "A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2496-2503, January.
- Kundu, Debasis & Gupta, Rameshwar D., 2008. "Generalized exponential distribution: Bayesian estimations," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1873-1883, January.
- del Baño Rollin, Sebastian & Ferreiro-Castilla, Albert & Utzet, Frederic, 2010. "On the density of log-spot in the Heston volatility model," Stochastic Processes and their Applications, Elsevier, vol. 120(10), pages 2037-2063, September.
- P. Luizi & F. Cruz & J. Graaf, 2010. "Assessing the Quality of Pseudo-Random Number Generators," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 57-67, June.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zoran Vidović, 2019. "Bayesian Prediction of Order Statistics Based on k -Record Values from a Generalized Exponential Distribution," Stats, MDPI, vol. 2(4), pages 1-10, November.
- Chansoo Kim & Seongho Song, 2010. "Bayesian estimation of the parameters of the generalized exponential distribution from doubly censored samples," Statistical Papers, Springer, vol. 51(3), pages 583-597, September.
- E. M. Almetwally & H. M. Almongy & M. K. Rastogi & M. Ibrahim, 2020. "Maximum Product Spacing Estimation of Weibull Distribution Under Adaptive Type-II Progressive Censoring Schemes," Annals of Data Science, Springer, vol. 7(2), pages 257-279, June.
- Shovan Chowdhury, 2019. "Selection between Exponential and Lindley distributions," Working papers 316, Indian Institute of Management Kozhikode.
- Abdel-Hamid, Alaa H. & AL-Hussaini, Essam K., 2009. "Estimation in step-stress accelerated life tests for the exponentiated exponential distribution with type-I censoring," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1328-1338, February.
- Saieed Ateya, 2014. "Maximum likelihood estimation under a finite mixture of generalized exponential distributions based on censored data," Statistical Papers, Springer, vol. 55(2), pages 311-325, May.
- Chen, D.G. & Lio, Y.L., 2010. "Parameter estimations for generalized exponential distribution under progressive type-I interval censoring," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1581-1591, June.
- Kim, Jin Seon & Yum, Bong-Jin, 2008. "Selection between Weibull and lognormal distributions: A comparative simulation study," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 477-485, December.
- Lemonte, Artur J., 2013. "A new exponential-type distribution with constant, decreasing, increasing, upside-down bathtub and bathtub-shaped failure rate function," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 149-170.
- Debasis Kundu & Anubhav Manglick, 2004. "Discriminating between the Weibull and log‐normal distributions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(6), pages 893-905, September.
- David Han & Debasis Kundu, 2013. "Inference for a step-stress model with competing risks from the GE distribution under Type-I censoring," Working Papers 0181mss, College of Business, University of Texas at San Antonio.
- Nandi, Swagata & Dewan, Isha, 2010. "An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1559-1569, June.
- Nadarajah, Saralees & Kotz, Samuel, 2006. "The beta exponential distribution," Reliability Engineering and System Safety, Elsevier, vol. 91(6), pages 689-697.
- Ruizheng Niu & Weizhong Tian & Yunchu Zhang, 2023. "Discriminating among Generalized Exponential, Weighted Exponential and Weibull Distributions," Mathematics, MDPI, vol. 11(18), pages 1-16, September.
- Yu-Jau Lin & Y. L. Lio, 2012. "Bayesian inference under progressive type-I interval censoring," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(8), pages 1811-1824, April.
- Heba S. Mohammed & Saieed F. Ateya & Essam K. AL-Hussaini, 2017. "Estimation based on progressive first-failure censoring from exponentiated exponential distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(8), pages 1479-1494, June.
- Sarhan, Ammar M. & Balakrishnan, N., 2007. "A new class of bivariate distributions and its mixture," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1508-1527, August.
- Torabi, Hamzeh & Bagheri, F.L. & Mahmoudi, E., 2018. "Estimation of parameters for the Marshall–Olkin generalized exponential distribution based on complete data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 146(C), pages 177-185.
- Ali Akbar Bromideh, 2012. "Discriminating Between Weibull and Log-Normal Distributions Based on Kullback-Leibler Divergence," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 16(1), pages 44-54, May.
- Jese Maria Sarabia & Enrique Castillo, 2005. "About a class of max-stable families with applications to income distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 505-527.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2007:i:6:p:2796-2802. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.