udslash | R Documentation |
Create UNU.RAN object for a Slash distribution.
[Distribution] – Slash.
udslash(lb=-Inf, ub=Inf)
lb |
lower bound of (truncated) distribution. |
ub |
upper bound of (truncated) distribution. |
The slash distribution has density
f(x) = 1/sqrt(2*pi) (1 - exp(-x^2/2)) / x^2
for x != 0 and 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
).
An object of class "unuran.cont"
.
Josef Leydold and Wolfgang H\"ormann unuran@statmath.wu.ac.at.
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.
unuran.cont
.
## 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)
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