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

DOI10.1016/J.CSDA.2006.09.037MaRDI QIDQ1019909zbMATH OpenOpenAlexFDO

Authors 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 generatorAhrens and Dieter methodbest methodgamma generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• A note on gamma variate generators with shape parameter less than unity
• Bayesian inference for the generalized exponential distribution
• Closeness of Gamma and Generalized Exponential Distribution
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Discriminating between Weibull and generalized exponential distributions
• Estimation of the location and scale parameters of generalized exponential distribution based on order statistics
• Exponentiated exponential family: An alternative to gamma and Weibull distributions
• Generalized exponential distribution: different method of estimations
• Generalized exponential distributions
• Inferences for generalized exponential distribution based on record statistics
• On the Fisher information matrix in type II censored data from the exponentiated exponential family

Cited in

(15)

• Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions
• Generating gamma variates
• Efficient simulation from a gamma distribution with small shape parameter
• scientific article; zbMATH DE number 3883485 (Why is no real title available?)
• Inferences on stress-strength reliability from weighted Lindley distributions
• Computer generation of negative binomial variates by envelope rejection
• A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution
• scientific article; zbMATH DE number 4197234 (Why is no real title available?)
• Goodness of fit test for the generalized Rayleigh distribution with unknown parameters
• Truncation error analysis in computing of SEP and SEP floor for partially coherent receiver of MPSK signals over composite fading channels
• On the density of log-spot in the Heston volatility model
• Beta generalized distributions and related exponentiated models: a Bayesian approach
• A composition-alias method for generating gamma variates with shape parameter greater than 1
• Simulation of gamma records
• Generalized exponential distribution: Bayesian estimations

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