Computer generation of gamma random variables—II

DOI10.1145/359642.359648MaRDI QIDQ4194352zbMATH OpenOpenAlexFDO

Authors Pandu R. Tadikamalla

Publication date 1978

Published in Communications of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/359642.359648

zbMATH Keywords

AlgorithmRandom Number GenerationDigital ComputerGamma Random VariatesRejection Method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cited in

(7)

• Closeness of Gamma and Generalized Exponential Distribution
• Generating the maximum of independent identically distributed random variables
• Random sampling from the generalized gamma distribution
• A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables
• A Complete Guide to Gamma Variate Generation
• New methods for generating Student's t and gamma variables
• An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables

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