ð ‘ž -Gaussian Distributions: Simplifications and Simulations

Paweł J. Szabłowski

Journal of Probability and Statistics, 2009, vol. 2009, 1-18

Abstract:

We present some properties of measures ( ð ‘ž -Gaussian) that orthogonalize the set of ð ‘ž -Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having ð ‘ž -Gaussian distribution.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:752430

DOI: 10.1155/2009/752430

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