A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables (Q3030104)
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scientific article; zbMATH DE number 4018203
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| English | A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables |
scientific article; zbMATH DE number 4018203 |
Statements
A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables (English)
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1987
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random number generation
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Monte Carlo studies
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gamma distribution
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beta distributions
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Comparison
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0.8685600161552429
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0.8538577556610107
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0.8443588614463806
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