A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables

DOI10.1080/02331888708802043zbMath0626.65003OpenAlexW2041029968MaRDI QIDQ3030104

Gheorghe Barbu

Publication date: 1987

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888708802043

zbMATH Keywords

gamma distributionrandom number generationbeta distributionsMonte Carlo studiesComparison

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Random variate generators for the Poisson-Poisson and related distributions

Cites Work

• Unnamed Item
• Generating beta variates with nonintegral shape parameters
• Computer generation of gamma random variables—II

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