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Re: random variate from power exponential distribution:performances
The source code for exppow.c says
"Scale factor chosen by upper bound on ratio at b = infinity.
This could be improved by using a rational function
approximation to the bounding curve. "
Maybe that would help improve the rejection method?
--
Brian Gough
Network Theory Ltd,
Commercial support for GSL --- http://www.network-theory.co.uk/gsl/