A convenient way of generating gamma random variables using generalized exponential distribution

نویسندگان

  • Debasis Kundu
  • Rameshwar D. Gupta
چکیده

In this paper we propose a very convenient way to generate gamma random variables using generalized exponential distribution, when the shape parameter lies between 0 and 1. The new method is compared with the most popular Ahrens & Dieter method and the method proposed by Best. Like Ahrens & Dieter and Best methods our method also uses the acceptance-rejection principle. But it is observed that our method has greater acceptance proportion than Ahrens & Dieter or Best methods.

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I. Introduction

Rameshwar D. Gupta was the speaker of a seminar titled “Generalized Exponential Distributions”. Gupta received his PhD degree in statistics from Dalhousie University in 1973. He worked in the University of the West Indies, University of Saskatchewan. He joined the University of New Brunswick in 1980. He has received the Merit Award at the University of New Brunswick at Saint John four times. Pr...

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عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 51  شماره 

صفحات  -

تاریخ انتشار 2007