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One of these algorithms is outperformed by another one uniformly over all parameters. The remaining two algorithms are based on different ideas and both have their advantages. After a brief overview of sampling algorithms for exponentially tilted positive stable distributions, the two algorithms are compared. A rule is derived when to apply which for sampling these distributions.<\/jats:p>","DOI":"10.1145\/2043635.2043638","type":"journal-article","created":{"date-parts":[[2011,12,27]],"date-time":"2011-12-27T15:22:22Z","timestamp":1324999342000},"page":"1-11","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":41,"title":["Sampling Exponentially Tilted Stable Distributions"],"prefix":"10.1145","volume":"22","author":[{"given":"Marius","family":"Hofert","sequence":"first","affiliation":[{"name":"ETH Zurich"}]}],"member":"320","published-online":{"date-parts":[[2011,12]]},"reference":[{"key":"e_1_2_1_1_1","unstructured":"Borak S. 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