A note on gamma variate generators with shape parameter less than unity

DOI10.1007/BF02280789MaRDI QIDQ1169242zbMATH OpenFDO

Authors D. J. Best

Publication date 1983

Published in Computing (Search for Journal in Brave)

zbMATH Keywords

simulationgamma distributionshape parameterrandom gamma variates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites work

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

Cited in

(6)

• Random variate generators for the Poisson-Poisson and related distributions
• Modeling and Generating Stochastic Inputs for Simulation Studies
• A convenient way of generating gamma random variables using generalized exponential distribu\-tion
• Evaluation of algorithms for generating Dirichlet random vectors
• Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation
• Efficient simulation from a gamma distribution with small shape parameter

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