Premium
The Generation of Gamma Variables with Non‐Integral Shape Parameter
Author(s) -
Cheng R. C. H.
Publication year - 1977
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346871
Subject(s) - mathematics , gamma distribution , statistics , shape parameter , calculus (dental) , medicine , dentistry
Summary A rejection method is described for generating exact gamma variates with shape parameter α, where α > 1. The method is compared with previously published methods in terms of speed and program compactness. It is suggested that the method possesses advantages on both counts.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom