A simple approximation for the simulation of continuous random variables

DOI10.1177/003754978704900105MaRDI QIDQ3804061zbMATH OpenOpenAlexFDO

Authors Irwin Greenberg

Publication date 1987

Published in SIMULATION (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/003754978704900105

zbMATH Keywords

gamma and related distributionsgamma distributed random numbersrandom number generationrejection methodrejection tests

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• Generating gamma variates by a modified rejection technique
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)

Cited in

(4)

• Efficient simulation from a gamma distribution with small shape parameter
• A Simple and Effective Discretization of a Continuous Random Variable
• Simulating random numbers from distributions that satisfy the central limit theorem
• scientific article; zbMATH DE number 5926399 (Why is no real title available?)

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