𝑞-Gaussian Distributions: Simplifications and Simulations
We present some properties of measures (𝑞-Gaussian) that orthogonalize the set of 𝑞-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having 𝑞-Gaussian distribution.
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2009-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/752430 |