A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables
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DOI10.1080/02331888708802043zbMATH Open0626.65003OpenAlexW2041029968MaRDI QIDQ3030104FDOQ3030104
Authors: Gheorghe Barbu
Publication date: 1987
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888708802043
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Cites Work
Cited In (16)
- An algorithm for generating chi random variables
- Generating gamma variates
- A composition-alias method for generating gamma variates with shape parameter greater than 1
- Simulation of the generalized arcsin random variables
- Technical Note—Generation of Variates from Distribution Tails
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- A Complete Guide to Gamma Variate Generation
- Random variate generators for the Poisson-Poisson and related distributions
- Beta Variate Generation via Exponential Majorizing Functions
- Title not available (Why is that?)
- Simple methods for computer generation of bivariate beta random variables
- Evaluation of Beta Generation Algorithms
- A convenient way of generating gamma random variables using generalized exponential distribu\-tion
- Inverting the symmetrical beta distribution
- Title not available (Why is that?)
- The Exact-Approximation Method for Generating Random Variables in a Computer
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