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A note on the computer generation of the binomial exponential distribution and generalizations
Communications in Statistics - Simulation and Computation ( IF 0.9 ) Pub Date : 2020-12-01 , DOI: 10.1080/03610918.2020.1853166
P. Jodrá 1
Affiliation  

Abstract

The binomial exponential distribution as well as its generalizations power binomial exponential and generalized binomial exponential have been introduced in the statistical literature as more flexible models than other probability distributions with support on the positive real line. Different algorithms have been proposed to generate by computer random samples from these new distributions. In this note, it is shown that the quantile functions of the three aforementioned distributions can be written analytically in terms of the Lambert W function. As a consequence, random samples from these families of distributions can be generated more easily from closed-form formulae.



中文翻译:

关于计算机生成二项式指数分布和推广的说明

摘要

二项式指数分布及其广义幂二项式指数和广义二项式指数已作为比其他支持正实数的概率分布更灵活的模型引入统计文献中。已经提出了不同的算法来通过计算机从这些新分布中生成随机样本。在本说明中,表明可以根据 Lambert W函数解析地编写上述三个分布的分位数函数。因此,可以更容易地从封闭形式的公式中生成来自这些分布族的随机样本。

更新日期:2020-12-01
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