Squeeze Methods for Generating Gamma Variates

DOI10.2307/2287668zbMath0455.65007OpenAlexW4233940639MaRDI QIDQ3903936

Ram Lal, Bruce W. Schmeiser

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287668

zbMATH Keywords

algorithmssimulationrejection methodsdistribution samplinggamma distributed random variables

Mathematics Subject Classification ID

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

Related Items

Closeness of Gamma and Generalized Exponential Distribution ⋮ Effects of model misspecification in estimating covariate effects in survival analysis for small sample sizes ⋮ Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef: ⋮ On the computer generation of random convex hulls ⋮ A Complete Guide to Gamma Variate Generation ⋮ Random variate generators for the Poisson-Poisson and related distributions

This page was built for publication: Squeeze Methods for Generating Gamma Variates