Runuran (version 0.40)

udslash: UNU.RAN object for Slash distribution

Description

Create UNU.RAN object for a Slash distribution.

[Distribution] -- Slash.

Usage

udslash(lb=-Inf, ub=Inf)

Value

An object of class "unuran.cont".

Arguments

lb

lower bound of (truncated) distribution.

ub

upper bound of (truncated) distribution.

Author

Josef Leydold and Wolfgang H\"ormann .

Details

The slash distribution has density $$ f(x) = \frac{1}{\sqrt{2 \pi}} (1 - exp(-x^2/2)) / x^2 $$ for \(x\not= 0\) and \(\frac{1}{\sqrt{2 \pi}}\) otherwise. It is the distribution of the ratio of a unit normal variable to an independent standard uniform (0,1) variable.

The domain of the distribution can be truncated to the interval (lb,ub).

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1994): Continuous Univariate Distributions, Volume 1. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 12, p. 63.

See Also

unuran.cont.

Examples

## Create distribution object for a slash distribution
distr <- udslash()
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)