Computer generation of gamma random variables—II

DOI10.1145/359642.359648zbMATH Open0407.65003OpenAlexW4238871161MaRDI QIDQ4194352FDOQ4194352

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/10.1145/359642.359648

zbMATH Keywords

AlgorithmRandom Number GenerationDigital ComputerGamma Random VariatesRejection Method

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
• Generating the maximum of independent identically distributed random variables
• Random sampling from the generalized gamma distribution
• A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables
• A Complete Guide to Gamma Variate Generation
• New methods for generating Student's t and gamma variables
• An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables

This page was built for publication: Computer generation of gamma random variables—II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4194352)