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 one-to-one is discussed. A known transformation of a random variable with an inverse Gaussian distribution to one which follows the chi-square distribution with one degree-of-freedom provides an example of the ambiguity involved when a transformation does not have a single-valued 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