Sampling of variates from a truncated gamma distribution

DOI10.1080/00949657808810248MaRDI QIDQ4174156zbMATH OpenOpenAlexWikidataFDO

Authors J. S. Dagpunar

Publication date 1978

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657808810248

zbMATH Keywords

Rejection Based MethodSampling VariatesTruncated Gamma Distribution

Mathematics Subject Classification ID

Distribution theory (60E99) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• Computer methods for sampling from gamma, beta, Poisson and binomial distributions

Cited in

(7)

• Generating the maximum of independent identically distributed random variables
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• Computer generation of random variates from the tail of t and normal distributions
• A fast algorithm for sampling from the posterior of a von Mises distribution
• Simulation of truncated and unimodal gamma distributions
• Multiple scaled symmetric distributions in allometric studies
• Skew dimension-wise scaled mixtures of normal distributions and their applications in model-based clustering

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