A convenient way of generating gamma random variables using generalized exponential distribu\-tion

DOI10.1016/j.csda.2006.09.037zbMath1161.65306MaRDI QIDQ1019909

Debasis Kundu, Rameshwar D. Gupta

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.09.037

zbMATH Keywords

random number generator; Ahrens and Dieter method; best method; gamma generator

Mathematics Subject Classification ID

65C10: Random number generation in numerical analysis

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