random variate from power exponential distribution: performances

Brian Gough bjg@network-theory.co.uk
Wed Sep 29 17:54:00 GMT 2004


The source code for exppow.c says 

    "Scale factor chosen by upper bound on ratio at b = infinity.
     This could be improved by using a rational function
     approximation to the bounding curve. "

Maybe that would help improve the rejection method?

-- 
Brian Gough

Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/



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