Algorithm 654

DOI10.1145/29380.214348MaRDI QIDQ3774809zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Armido R. Didonato, A. H. jun. Morris

Publication date 1987

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/1987-13/

zbMATH Keywords

FORTRAN subroutinesGAMINVGRATIOincomplete gamma function ratios

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to special functions (33-04) Gamma, beta and polygamma functions (33B15) Computation of special functions and constants, construction of tables (65D20)

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Cited in

(8)

• Edgeworth expansion for the kernel quantile estimator
• A suggested computational procedure to peizer and pratt’s approximation to the incomplete beta and gamma ratios
• Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
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• GAMINV
• scientific article; zbMATH DE number 3940599 (Why is no real title available?)
• A FORTRAN routine for the computation of gamma percentiles
• Efficient and accurate algorithms for the computation and inversion of the incomplete gamma function ratios

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