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|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.ccm.itesm.mx/egap/|
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:ega:comcod:200709. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Amaranta Arroyo)
If references are entirely missing, you can add them using this form.