Computer generation of gamma random variables—II

DOI10.1145/359642.359648zbMath0407.65003OpenAlexW4238871161MaRDI QIDQ4194352

Pandu R. Tadikamalla

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1145/359642.359648

zbMATH Keywords

AlgorithmRandom Number GenerationDigital ComputerGamma Random VariatesRejection Method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (7)

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 ⋮ New methods for generating Student's t and gamma variables ⋮ A Complete Guide to Gamma Variate Generation ⋮ A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables

This page was built for publication: Computer generation of gamma random variables—II