GRAN8: Gauss procedure to generate standard EPD (GED) random numbers
Generation 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.
|Date of creation:||Dec 2007|
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