Timeline for Random number generator for non-central chi-squared with non-integer dimension
Current License: CC BY-SA 4.0
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 19, 2023 at 16:22 | vote | accept | user378619 | ||
| Feb 5, 2023 at 12:00 | history | tweeted | twitter.com/StackStats/status/1622203395405746177 | ||
| Jan 28, 2023 at 20:38 | comment | added | Alexis | Welcome to CV, user378619. In case these are useful resources, see Devroye, L. (1986). Non-Uniform Random Variate Generation. Springer Verlag. (Free pdf from the author!) And perhaps, Knuth's The Art Of Computer Programming Vol.2 Chapter 3 which has a wealth of commonly used approaches to generating random numbers, including from specific distributions. | |
| Jan 28, 2023 at 20:10 | history | edited | user378619 | CC BY-SA 4.0 | deleted 4 characters in body |
| Jan 28, 2023 at 20:04 | history | edited | user378619 | CC BY-SA 4.0 | added 108 characters in body |
| Jan 28, 2023 at 18:12 | comment | added | whuber♦ | Because the non-central chi-squared distribution is a Poisson mixture of central chi-squared distributions, you can easily generate random variables in a two-stage process if you can generate central chi-squared variates. | |
| Jan 28, 2023 at 17:11 | history | edited | utobi | edited tags | |
| Jan 28, 2023 at 17:10 | answer | added | utobi | timeline score: 7 | |
| Jan 28, 2023 at 17:01 | comment | added | utobi | rchisq can also deal with non-integer degrees of freedom. | |
| Jan 28, 2023 at 16:58 | comment | added | jbowman | @utobi - ... and with noninteger shape (degrees of freedom) parameter. | |
| Jan 28, 2023 at 16:32 | comment | added | utobi | Hi! What do you mean by "non-integer dimension"? The function rchisq in R can generate random values from the $\chi^2$ distribution with a real positive non-centrality parameter (option ncp). | |
| S Jan 28, 2023 at 16:21 | review | First questions | |||
| Jan 28, 2023 at 16:28 | |||||
| S Jan 28, 2023 at 16:21 | history | asked | user378619 | CC BY-SA 4.0 |