Random variate generation for the truncated negative gamma distribution

DOI10.1016/J.MATCOM.2020.09.005OpenAlexW3085959917MaRDI QIDQ1998287FDOQ1998287

Authors: Luc Devroye 

Publication date: 6 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2020.09.005

zbMATH Keywords

simulationexpected time analysisMonte Carlo methodrandom variate generation

Mathematics Subject Classification ID

Statistics (62-XX) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

• Title not available (Why is that?)
• Adaptive Rejection Sampling for Gibbs Sampling
• Title not available (Why is that?)
• A simple algorithm for generating random variates with a log-concave density
• A note on generating random variables with log-concave densities
• Random variate generation for the generalized inverse Gaussian distribution

Cited In (1)

• Generate random variates using a newly introduced approximation to cumulative density of lower truncated normal distribution for simulation applications

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