The Pearson IV distribution: Random variate generation and applications
Luc Devroye, Joe R. Hill
TL;DR
This paper introduces efficient random variate generators for the Pearson IV distribution, applicable across all parameter ranges, and explores their use in Bayesian applications.
Contribution
It presents a novel method for fast variate generation for the Pearson IV distribution covering all parameter ranges.
Findings
Generators operate uniformly fast over all parameters
Applications demonstrated in Bayesian inference
Enhances computational tools for Pearson IV distribution
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.
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