*2.7. Generating Random Values from the DPsL Distribution*

Random values from the DPsL distribution can be generated by following the algorithm given below.


$$y = -\frac{\beta}{\theta} - \frac{1}{\theta} \mathcal{W}\_{-1}(e^{-\beta}\beta(u-1))\_{\ast}$$

where *W*−1(*x*) denotes the negative branch of Lambert–W function.

3. Then, *x* = *y* represents a realization of a random variable with the DPsL distribution.

To generate a random sample of size *n*, repeat the algorithm *n* times.
