The Generation of Gamma Variables with Non-Integral Shape Parameter
- 1 January 1977
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
- Vol. 26 (1)
- https://doi.org/10.2307/2346871
Abstract
A rejection method is described for generating exact gamma variates with shape parameter α, where $\alpha > 1$. The method is compared with previously publis...