An algorithm for generating chi random variables
- 1 June 1987
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 13 (2) , 168-172
- https://doi.org/10.1145/328512.328522
Abstract
An algorithm is presented for generating random variables from the chi family of distributions with degrees of freedom parameter LY 2 1. It is based on the ratio of uniforms method and can be used effectively for the gamma family.Keywords
This publication has 6 references indexed in Scilit:
- New methods for generating student's t and gamma variablesComputing, 1980
- Gamma variate generators with increased shape parameter rangeCommunications of the ACM, 1980
- A More Portable Fortran Random Number GeneratorACM Transactions on Mathematical Software, 1979
- Computer Generation of Random Variables Using the Ratio of Uniform DeviatesACM Transactions on Mathematical Software, 1977
- A pseudo-random number generator for the System/360IBM Systems Journal, 1969
- XX.—On the Theory of Statistical RegressionProceedings of the Royal Society of Edinburgh, 1934