
Accession Number : AD0782676
Title : On Generating Inverse Gaussian Variates.
Descriptive Note : Technical rept.,
Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
Personal Author(s) : Michael,John R. ; Schucany,William R. ; Haas,Roy W.
Report Date : 26 JUN 1974
Pagination or Media Count : 12
Abstract : The general approach to generating random variates through transformations which are not onetoone is discussed. A known transformation of a random variable with an inverse Gaussian distribution to one which follows the chisquare distribution with one degreeoffreedom provides an example of the ambiguity involved when a transformation does not have a singlevalued inverse. The general approach and special properties of the inverse Gaussian yield a new and useful technique for the generation of variates from the inverse Gaussian distribution. (Author)
Descriptors : *Distribution functions, *Random variables, *Transformations(Mathematics), Degrees of freedom, Probability density functions, Normal density functions
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE