Computer generation of gamma random variables

DOI10.1145/359488.359505MaRDI QIDQ4157858zbMATH OpenOpenAlexFDO

Authors Pandu R. Tadikamalla

Publication date 1978

Published in Communications of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/359488.359505

Mathematics Subject Classification ID

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

Cited in

(7)

• Closeness of Gamma and Generalized Exponential Distribution
• Random sampling from the generalized gamma distribution
• A Complete Guide to Gamma Variate Generation
• Computer generation of negative binomial variates by envelope rejection
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• Robustness of three power transformation estimation procedures
• Generating random vectors from a bivariate random walk density function

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