rpgnorm_montypython

The function simulates the univariate, central, \(p\)-generalized normal distribution by using the Monty Python method.

distribution

Evaluation of the pdf and the cdf of the univariate,
noncentral, p-generalized normal distribution. Sampling from
the univariate, noncentral, p-generalized normal distribution
using either the p-generalized polar method, the p-generalized
rejecting polar method, the Monty Python method, the Ziggurat
method or the method of Nardon and Pianca. The package also
includes routines for the simulation of the bivariate,
p-generalized uniform distribution and the simulation of the
corresponding angular distribution.

Steve Kalke

pgnorm

The p-Generalized Normal Distribution

rpgnorm_montypython function

<dl><dt>n</dt>
<dd>The natural number of random variables to be simulated.</dd> <dt>p</dt>
<dd>A positive number expressing the form parameter of the distribution. The default is 2. In case of the Monty Python method, p can be chosen from \((1, \infty) \cup \{ 0.25, 0.45, 0.5, 0.6, 0.75 \} \).</dd></dl>

Arguments

Author

A random number generator for the \(p\)-generalized normal distribution — rpgnorm_montypython

<dl>

<dt>n</dt>
<dd>The natural number of random variables to be simulated.</dd>

 <dt>p</dt>
<dd>A positive number expressing the form parameter of the distribution. The default is 2. In case of the Monty Python method, p can be chosen from \((1, \infty) \cup \{ 0.25, 0.45, 0.5, 0.6, 0.75 \} \).</dd>

</dl>

rpgnorm_montypython: A random number generator for the \(p\)-generalized normal distribution

Description

Usage

Value

Arguments

Author

References

Examples