The Pearson IV distribution: Random variate generation and applications

2026/05/02 by Luc Devroye, Joe R. Hill · 1 voice
Mathematics · #stat.CO #math.ST

paper · pdf

Abstract

We develop uniformly fast random variate generators for the Pearson IV distribution that can be used over the entire range of both shape parameters and highlight some applications in a Bayesian setting.

Citations

• Polar Generation of Random Variates with the t-Distribution
• X. Contributions to the mathematical theory of evolution.—II. Skew variation in homogeneous material
• Vergleichung von zwei Werthen des wahrscheinlichen Fehlers
• Die Genauigkeit der Formel von Peters zur Berechnung des wahrscheinlichen Beobachtungsfehlers directer Beobachtungen gleicher Genauigkeit

Discussions

• Luc Devroye, Joe R. Hill: The Pearson IV distribution: Random variate generation and applications https://arxiv.org/abs/2605.01586 https://arxiv.org/pdf/2605.01586 https://arxiv.org/html/2605.01586 [bsky, 1 points, 0 comments]

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