Generating Gamma and Beta Random Variables with Non-Integral Shape Parameters

1 January 1974

journal article
Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics

Vol. 23 (2) , 210
https://doi.org/10.2307/2347003

Abstract

A method of generating random variables with the gamma or beta distribution having non-integral shape parameters from uniform random variables is given.

Keywords

BETA DISTRIBUTION
UNIFORM
GENERATING RANDOM
GENERATING GAMMA
GAMMA AND BETA
BETA RANDOM VARIABLES

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