Some Simple Gamma Variate Generators

DOI10.2307/2347200zbMath0433.65005OpenAlexW197088004MaRDI QIDQ3871801

G. M. Feast, Russell C. H. Cheng

Publication date: 1979

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347200

zbMATH Keywords

simulationgamma distributionrandom numbersrejection methodgamma variates

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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