Procedures for generating gamma variates with non-integer parameter sets
نویسندگان
چکیده
منابع مشابه
An Improvement of Minh’s Algorithm for Generating Gamma Variates with Any Value of Shape Parameter
The algorithm of Minh as in [Minh (1988)] was used to generate variates having a gamma distribution with shape parameter a>1 only. In this paper, a method, which is the improvement of the algorithm of Minh is introduced for the generation of independent random variables from a gamma distribution with all values of shape parameter and is compared with the method of Marsaglia and Tsang. By means ...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 1972
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949657208810015