@techreport{a374bce6740c47b987331d91c2b8a3c6,
title = "Generating Generalized Inverse Gaussian Random Variates by Fast Inversion",
abstract = "We demonstrate that for the fast numerical inversion of the (generalized) inverse Gaussian distribution two algorithms based on polynomial interpolation are well-suited. Their precision is close to machine precision and they are much faster than the bisection method recently proposed by Y. Lai.",
author = "Josef Leydold and Wolfgang H{\"o}rmann",
year = "2009",
month = nov,
day = "1",
doi = "10.57938/a374bce6-740c-47b9-8733-1d91c2b8a3c6",
language = "English",
series = "Research Report Series / Department of Statistics and Mathematics",
number = "95",
type = "WorkingPaper",
}