Hello,

I need to sample from a two-parameter family of continuous univariate distributions supported on the interval [0,C] where C is around 10^{12}. The parameters are \alpha and \beta and the PDF is proportional to e^{-\alpha x - \beta x^2}, so this is a two-parameter exponential family.

What’s the easiest way to do this? Do I have to write my own distribution, or is there some support in Julia for exponential families?

In my use case, \alpha and \beta are obeying a differential equation, so I sample from different distributions as time changes, hence I need to sample from the entire family.