The squeeze method for generating gamma variates

DOI10.1016/0898-1221(77)90089-XzbMath0384.65005MaRDI QIDQ1249024

George Marsaglia

Publication date: 1977

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

Related Items (15)

Closeness of Gamma and Generalized Exponential Distribution ⋮ Drawing a random sample from a density selected at random ⋮ Stratified rejection and squeeze method for generating beta random numbers ⋮ Random variate generation for unimodal and monotone densities ⋮ Computer methods for efficient sampling from largely arbitrary statistical distributions ⋮ Random sampling from the generalized gamma distribution ⋮ Generating the maximum of independent identically distributed random variables ⋮ New methods for generating Student's t and gamma variables ⋮ On the computer generation of random convex hulls ⋮ On the computer generation of random variables with a given characteristic function ⋮ A Complete Guide to Gamma Variate Generation ⋮ A SYSTEMIC MODEL OF BIOFEEDBACK LEARNING ⋮ Simulating interpolation search ⋮ Random variate generators for the Poisson-Poisson and related distributions ⋮ A triptych of discrete distributions related to the stable law

Cites Work

• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• The Exact-Approximation Method for Generating Random Variables in a Computer
• The Distribution of Chi-Square
• A fast procedure for generating normal random variables
• A fast procedure for generating exponential random variables
• Expressing a Random Variable in Terms of Uniform Random Variables
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