A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Statistics
- Vol. 18 (3) , 453-464
- https://doi.org/10.1080/02331888708802043
Abstract
The Paper presents a fundamental lemma which is used for computer generation of a random variable by transforming of a uniform random vector. The lemma is used to build-up perormant algorithms for generating gamma and beta random variables. Some computer tests and comparisons with other known methods are reportedKeywords
This publication has 3 references indexed in Scilit:
- Gamma variate generators with increased shape parameter rangeCommunications of the ACM, 1980
- Computer generation of gamma random variables—IICommunications of the ACM, 1978
- Generating beta variates with nonintegral shape parametersCommunications of the ACM, 1978