A Complete Guide to Gamma Variate Generation
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Cites work
- A fast procedure for generating normal random variables
- A Retrospective and Prospective Survey of the Monte Carlo Method
- Bartlett Decomposition and Wishart Distribution
- Coding the Lehmer pseudo-random number generator
- Computer generation of gamma random variables
- Computer generation of gamma random variables—II
- Computer generation of gamma random variates with non-integral shape parameters
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Computer methods for sampling from gamma, beta, Poisson and binomial distributions
- Computer methods for sampling from the exponential and normal distributions
- Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
- Generating Exponential Random Variables
- scientific article; zbMATH DE number 3678917 (Why is no real title available?)
- scientific article; zbMATH DE number 3752089 (Why is no real title available?)
- Modeling and Generating Stochastic Inputs for Simulation Studies
- Random Sampling from the Normal Distribution
- Sampling from the gamma distribution on a computer
- Some Simple Gamma Variate Generators
- Squeeze Methods for Generating Gamma Variates
- The squeeze method for generating gamma variates
Cited in
(27)- A convenient way of generating gamma random variables using generalized exponential distribu\-tion
- Methods for generating random variates with Polya characteristic functions
- Generation of pseudo-random variates with fixed sum and product
- Efficient simulation from a gamma distribution with small shape parameter
- A simple algorithm for generating random variates with a log-concave density
- A simple generator for the \(t\) distribution
- A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables
- An algorithm for generating chi random variables
- Simulation of the generalized arcsin random variables
- The Exact-Approximation Method for Generating Random Variables in a Computer
- An algorithm for generating random variates from the Madland-Nix fission energy spectrum
- Generation of Continuous Multivariate Distributions for Statistical Applications
- Modeling and Generating Stochastic Inputs for Simulation Studies
- The analysis of some algorithms for generating random variates with a given hazard rate
- Evaluation of a special multivariate gamma distribution function
- scientific article; zbMATH DE number 4041071 (Why is no real title available?)
- Generating gamma variates
- A FORTRAN routine for the computation of gamma percentiles
- scientific article; zbMATH DE number 4070126 (Why is no real title available?)
- Technical Note—Generation of Variates from Distribution Tails
- A composition-alias method for generating gamma variates with shape parameter greater than 1
- scientific article; zbMATH DE number 1481754 (Why is no real title available?)
- Approximate bivariate gamma generator with prespecified correlation and different marginal shapes
- Closeness of Gamma and Generalized Exponential Distribution
- Efficient and accurate parallel inversion of the gamma distribution
- Efficient algorithm for generating Maxwell random variables
- Random variate generators for the Poisson-Poisson and related distributions
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