GRAN8: Gauss procedure to generate standard EPD (GED) random numbers
AbstractGeneration of pseudo-random numbers from the standard Exponential Power Distribution (EPD), also known as the standard Generalized Error Distribution (GED). The density function of the standard EPD is proportional to exp(-abs(x)^tau), with "x" a real number and "tau" a shape parameter greater or equal to 1.
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Bibliographic InfoSoftware component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-09.
Programming language: GAUSS
Date of creation: Dec 2007
Date of revision:
exponential power distribution; generalized error distribution; pseudo-random numbers; variates; GAUSS;
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