Computer generation of random variables with Lindley or Poisson-Lindley distribution via the Lambert W function.
Pedro JodráPublished in: Math. Comput. Simul. (2010)
Keyphrases
- random variables
- distribution function
- probability distribution
- graphical models
- probability density
- joint distribution
- bayesian networks
- latent variables
- normal distribution
- conditional distribution
- marginal distributions
- conditional independence
- poisson process
- stochastic optimization problems
- independent and identically distributed
- lead time
- conditional probabilities
- closed form
- negative binomial
- probabilistic model
- stochastic processes
- failure rate
- conditional probability distributions
- directed acyclic graph
- belief propagation
- hazard rate