Generation of Random Gamma Variates from the Two-Parameter Gamma

1 September 1971

journal article
research article
Published by Taylor & Francis in A I I E Transactions

Vol. 3 (3) , 191-198
https://doi.org/10.1080/05695557108974806

Abstract

An algorithm has been developed capable of generating random gamma variates from any two-parameter gamma form with arbitrary parameters. The algorithm, shown to be both accurate and computationally efficient, is given as a FORTRAN IV function routine. Extensions are also made to the generation of random deviates from other useful probability density functions.

Keywords

GENERATION OF RANDOM
PROBABILITY DENSITY FUNCTIONS
ALGORITHM
RANDOM GAMMA VARIATES
PARAMETER GAMMA
IV FUNCTION
ARBITRARY PARAMETERS
FORTRAN IV

This publication has 2 references indexed in Scilit:

Letter to the Editor—Attempts to Validate Certain PERT Statistics or “Picking on PERT”
Operations Research, 1962
Some Properties of Beta and Gamma Distributions
The Annals of Mathematical Statistics, 1954