Random sampling from the generalized gamma distribution

DOI10.1007/BF02252098zbMath0433.65004OpenAlexW12058999MaRDI QIDQ1139357

Pandu R. Tadikamalla

Publication date: 1979

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02252098

zbMATH Keywords

algorithmrandom samplinggeneralized gamma distributionrejection methodsVon Neumann's rejection method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Algorithms in computer science (68W99) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• The squeeze method for generating gamma variates
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Computer generation of gamma random variates with non-integral shape parameters
• Sampling from the gamma distribution on a computer
• Computer generation of gamma random variables
• Computer generation of gamma random variables—II
• Empirical investigation of several techniques for computer generation of order statistics
• A Generalization of the Gamma Distribution

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