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GRAN4: Gauss procedure to generate Laplace-distributed random numbers

Author

Listed:
  • Urzúa, Carlos M.

    (Tecnológico de Monterrey, Campus Ciudad de México)

Programming Language

GAUSS

Abstract

Generation of Laplace-distributed (double exponential) pseudo-random numbers using GAUSS (version 3.6 or later). That is, generation of random variates that come from a density proportional to: exp(-abs(x)/b).

Suggested Citation

  • Urzúa, Carlos M., 2007. "GRAN4: Gauss procedure to generate Laplace-distributed random numbers," EGAP Computer Code 2007-05, Tecnológico de Monterrey, Campus Ciudad de México.
    • Handle: RePEc:ega:comcod:200705
    as

    Download full text from publisher

    File URL: http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-05.txt
    Download Restriction: no
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    More about this item

    Keywords

    Laplace distribution; Double exponential; random numbers; pseudo-random numbers; Laplace variates; GAUSS; GAUSS;
    All these keywords.

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software

    Statistics

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