On computer generation of gamma random variables by rejection and composition procedures2

DOI10.1080/02331887708801401MaRDI QIDQ4167969zbMATH OpenOpenAlexFDO

Authors Ion Văduva

Publication date 1977

Published in Series Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331887708801401

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Software, source code, etc. for problems pertaining to numerical analysis (65-04) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cited in

(4)

• Sampling from binomial and Poisson distributions: a method with bounded computation times
• Generating the maximum of independent identically distributed random variables
• An exact D-dimensional Tsallis random number generator for generalized simulated annealing
• Random variate generators for the Poisson-Poisson and related distributions

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