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On computer generation of gamma random variables by rejection and composition procedures *
Author:
I. V
duva a
duva a
| Affiliation: | a Centrul de Calcul, Universitatea din Bucure ti, Bucureti, Romania |
DOI:
10.1080/02331887708801401
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
The paper presents various algorithms for generating gamma random variables, by combining rejection and composition procedures. Two efficient algorithms are given for the case when the parameter of the gamma distribution is 0<v<l. For the case vl, several algorithms are given but they (except one), work reliably only for small values of v. Results of some computer tests together with FORTRAN subroutines are also presented.
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*
2This is a scientific report which was previously publishe dasmanuscript (Mitteilungen der Gesellschaft fur Mathematik und Datenverarbeitung, Bonn, Nr. 32, 1974).
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| Keywords: Digital Simulation; Random Number Generation; Monte-Carlo Techniques; Gamma Distribution |
| view references (16) |
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