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Author Tadikamalla, Pandu R.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Gamma variables ♦ Rejection method ♦ Computer methods
Abstract A new method for generating random variables from the gamma distribution with nonintegral shape parameter α is proposed. This method is similar to two other methods recently given by Wallace and Fishman. It is compared with Fishman's and Ahrens and Dieter's methods. The core storage requirements and programming effort for this method are similar to those of Fishman's method. The proposed method is the same as Fishman's method for 1 ≤ α < 2 and is faster than Fishman's method for 3 ≤ α ≤ 19. Also, the proposed method is much simpler than Ahrens and Dieter's method and is faster for α ≤ 8.
Description Affiliation: Eastern Kentucky Univ., Richmond, KY (Tadikamalla, Pandu R.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 21
Issue Number 5
Page Count 4
Starting Page 419
Ending Page 422

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Source: ACM Digital Library