Some Simple Gamma Variate Generators

DOI10.2307/2347200MaRDI QIDQ3871801zbMATH OpenOpenAlexFDO

Authors G. M. Feast, Russell C. H. Cheng

Publication date 1979

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347200

zbMATH Keywords

simulationgamma distributionrejection methodrandom numbersgamma variates

Mathematics Subject Classification ID

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

Cited in

(11)

• A triptych of discrete distributions related to the stable law
• Closeness of Gamma and Generalized Exponential Distribution
• Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
• Econometric specification of the risk neutral valuation model
• Random variate generators for the Poisson-Poisson and related distributions
• A Complete Guide to Gamma Variate Generation
• Modeling and Generating Stochastic Inputs for Simulation Studies
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
• Simulation of negative binomial processes
• Simulation methodology - an introduction for queueing theorists
• Non-uniform random variate generation by the vertical strip method

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