Sampling from the gamma distribution on a computer

DOI10.1145/360248.360256MaRDI QIDQ4096304zbMATH OpenOpenAlexFDO

Authors George S. Fishman

Publication date 1976

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

Full work available at URL https://doi.org/10.1145/360248.360256

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

Cited in

(6)

• On the multivariate asymptotic distribution of sequential chi-square statistics
• Random sampling from the generalized gamma distribution
• Generating the maximum of independent identically distributed random variables
• An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
• A Complete Guide to Gamma Variate Generation
• Closeness of Gamma and Generalized Exponential Distribution

This page was built for publication: Sampling from the gamma distribution on a computer

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4096304)