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.