A composition-alias method for generating gamma variates with shape parameter greater than 1

DOI10.1145/235815.235822zbMath0884.65141OpenAlexW2056226084WikidataQ113310366 ScholiaQ113310366MaRDI QIDQ4371115

Tapas K. Sarkar

Publication date: 14 April 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1996-22/

zbMATH Keywords

acceptance-rejectionsqueeze methodcomposition-alias methodgamma variates generation

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic methods, stochastic differential equations (65C99)

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