Abstract
Two simple and easily implemented algorithms are presented for obtaining random variables from the exponential power distribution with parameter α. Both algorithms are based on a generalization of Von Neumann's rejection technique. In the first algorithm, the first-stage sampling is from the double-exponential distribution, while the second algorithm uses the normal distribution. These two algorithms are applicable for all values of α, α ≥ 1 and α ≥ 2, respectively.