A Complete Guide to Gamma Variate Generation
From MaRDI portal
Publication:3321318
DOI10.1080/01966324.1981.10737073zbMath0536.65006OpenAlexW1982149906WikidataQ58179852 ScholiaQ58179852MaRDI QIDQ3321318
Mark E. Johnson, Pandu R. Tadikamalla
Publication date: 1981
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1981.10737073
Related Items (6)
Closeness of Gamma and Generalized Exponential Distribution ⋮ A simple algorithm for generating random variates with a log-concave density ⋮ Methods for generating random variates with Polya characteristic functions ⋮ Generation of Continuous Multivariate Distributions for Statistical Applications ⋮ Random variate generators for the Poisson-Poisson and related distributions ⋮ Modeling and Generating Stochastic Inputs for Simulation Studies
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- The squeeze method for generating gamma variates
- Computer methods for sampling from gamma, beta, Poisson and binomial distributions
- Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
- Bartlett Decomposition and Wishart Distribution
- Random Sampling from the Normal Distribution
- Modeling and Generating Stochastic Inputs for Simulation Studies
- Some Simple Gamma Variate Generators
- Squeeze Methods for Generating Gamma Variates
- Computer generation of gamma random variates with non-integral shape parameters
- Sampling from the gamma distribution on a computer
- Computer generation of gamma random variables
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Computer generation of gamma random variables—II
- A fast procedure for generating normal random variables
- Generating Exponential Random Variables
- Coding the Lehmer pseudo-random number generator
- A Retrospective and Prospective Survey of the Monte Carlo Method
- Computer methods for sampling from the exponential and normal distributions
This page was built for publication: A Complete Guide to Gamma Variate Generation
