ACM Transactions on Mathematical Software (TOMS)
Analytical approximations for real values of the Lambert W-function
Mathematics and Computers in Simulation
Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
Lindley distribution and its application
Mathematics and Computers in Simulation
Zero-truncated Poisson-Lindley distribution and its application
Mathematics and Computers in Simulation
The Lindley distribution applied to competing risks lifetime data
Computer Methods and Programs in Biomedicine
Power Lindley distribution and associated inference
Computational Statistics & Data Analysis
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We provide procedures to generate random variables with Lindley distribution, and also with Poisson-Lindley or zero-truncated Poisson-Lindley distribution, as simple alternatives to the existing algorithms. Our procedures are based on the fact that the quantile functions of these probability distributions can be expressed in closed form in terms of the Lambert W function. As a consequence, the extreme order statistics from the above distributions can also be computer generated in a straightforward manner.