A note on gamma variate generators with shape parameter less than unity

DOI10.1007/BF02280789zbMath0494.65004MaRDI QIDQ1169242

D. J. Best

Publication date: 1983

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

simulationgamma distributionshape parameterrandom gamma variates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (6)

Efficient simulation from a gamma distribution with small shape parameter ⋮ Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation ⋮ Evaluation of algorithms for generating Dirichlet random vectors ⋮ A convenient way of generating gamma random variables using generalized exponential distribu\-tion ⋮ Random variate generators for the Poisson-Poisson and related distributions ⋮ Modeling and Generating Stochastic Inputs for Simulation Studies

Cites Work

• Computer methods for sampling from gamma, beta, Poisson and binomial distributions

This page was built for publication: A note on gamma variate generators with shape parameter less than unity