Squeeze Methods for Generating Gamma Variates

DOI10.2307/2287668MaRDI QIDQ3903936zbMATH OpenOpenAlexFDO

Authors Ram Lal, Bruce W. Schmeiser

Publication date 1980

Full work available at URL https://doi.org/10.2307/2287668

zbMATH Keywords

algorithmsdistribution samplinggamma distributed random variablesrejection methodssimulation

Mathematics Subject Classification ID

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

Cited in

(7)

• On the computer generation of random convex hulls
• Effects of model misspecification in estimating covariate effects in survival analysis for small sample sizes
• 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:
• A Complete Guide to Gamma Variate Generation
• Closeness of Gamma and Generalized Exponential Distribution
• Inequalities and simulation methods for univariate log-concave densities
• Random variate generators for the Poisson-Poisson and related distributions

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