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Sampling from the gamma distribution on a computer

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Publication:4096304
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DOI10.1145/360248.360256zbMath0331.65003OpenAlexW2008750784MaRDI QIDQ4096304

George S. Fishman

Publication date: 1976

Published in: Communications of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/360248.360256



Mathematics Subject Classification ID

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


Related Items (6)

On the multivariate asymptotic distribution of sequential chi-square statistics ⋮ Closeness of Gamma and Generalized Exponential Distribution ⋮ An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables ⋮ Random sampling from the generalized gamma distribution ⋮ Generating the maximum of independent identically distributed random variables ⋮ A Complete Guide to Gamma Variate Generation







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