New methods for generating Student's t and gamma variables
From MaRDI portal
Publication:1144896
DOI10.1007/BF02285231zbMATH Open0444.65005OpenAlexW56852211MaRDI QIDQ1144896FDOQ1144896
Authors: A. J. Kinderman, John F. Monahan 
Publication date: 1980
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02285231
Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
- Computer methods for sampling from gamma, beta, Poisson and binomial distributions
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Generalized Feedback Shift Register Pseudorandom Number Algorithm
- The squeeze method for generating gamma variates
- Computer Methods for Sampling from Student's t Distribution
- Computer generation of gamma random variables—II
Cited In (11)
- Transformations and random variate generation:generalised ratio-of-uniforms methods
- Computer generation of random variates from the tail of t and normal distributions
- THE WRAPPED t FAMILY OF CIRCULAR DISTRIBUTIONS
- On computer generation of random vectors by transformations of uniformly distributed vectors
- Minimum anderson-darling estimation
- The ratio of uniforms approach for generating discrete random variates
- The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
- Modeling and Generating Stochastic Inputs for Simulation Studies
- Random variate generators for the Poisson-Poisson and related distributions
- A 1-1 poly-t random variable generator with application to Monte Carlo integration
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
This page was built for publication: New methods for generating Student's t and gamma variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1144896)
