Sampling of variates from a truncated gamma distribution

DOI10.1080/00949657808810248zbMath0392.65003OpenAlexW1971424398WikidataQ126251260 ScholiaQ126251260MaRDI QIDQ4174156

J. S. Dagpunar

Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657808810248

zbMATH Keywords

Rejection Based MethodSampling VariatesTruncated Gamma Distribution

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Distribution theory (60E99) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Computer generation of random variates from the tail of t and normal distributions ⋮ Generating the maximum of independent identically distributed random variables ⋮ The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution ⋮ A fast algorithm for sampling from the posterior of a von Mises distribution

Cites Work

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

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