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…

Can’t you complete the square? e^{-\alpha x - \beta x^2} = \mathrm{constant} \times e^{-\beta (x + \alpha/2\beta)^2}, so it’s equivalent to drawing from a Gaussian distribution with a shifted mean.

Need to sample from two-parameter univariate exponential distribution

New to Julia

stevengj May 11, 2020, 4:50pm 4

Note that Distributions.jl supports truncated normal distributions.

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Need to sample from two-parameter univariate exponential distribution

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