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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 rejection method is proposed for generating gamma variates with nonintegral shape parameter α, α > 1. This method is similar to other methods given by Fishman, Wallace, and Tadikamalla and is faster than these methods for α > 2. The core storage requirements and the programming effort for the proposed method are similar to those of Wallace's or Tadikamalla's methods. The computational times for the proposed method remain fairly constant for medium and large values of α and are superior to times obtained by Arhens and Dieter's method for all values of α. The proposed method is simpler than Ahrens and Dieter's method.
Description Affiliation: Univ. of Pittsburgh, Pittsburgh, PA (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 11
Page Count 4
Starting Page 925
Ending Page 928

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Source: ACM Digital Library