Simulates from the pdf f_1(x) intruduced in Grabchak (2021).
Usage
rF1(n, a, p)
Value
Returns a vector of n random numbers.
Arguments
n
Number of observations.
a
Parameter >=0.
p
Parameter >1.
Author
Michael Grabchak and Lijuan Cao
Details
Uses Algorithm 1 in Grabchak (2021) to simulate from the pdf
f_1(x) = exp(-x^p)*x^(-1-a)/K_1, x>1,
where K_1 is a normalizing constant. This is needed to simulate p-RDTS random variables.
References
M. Grabchak (2021). An exact method for simulating rapidly decreasing tempered stable distributions. Statistics and Probability Letters, 170: Article 109015.