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Author Fishman, George S.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Rejection method ♦ Sampling ♦ Gamma variates
Abstract This paper describes a method of generating gamma variates that appears to be less costly than Wallace's recently suggested method. For large shape parameter α; the cost of computation is proportional to √α, whereas Wallace's method is proportional to α. Experimentation by Robinson and Lewis indicates that for small α the method suggested here also dominates methods recently suggested by Dieter and Ahrens, albeit those methods dominate for large α. The method suggested here uses the rejection technique.
Description Affiliation: Univ. of North Carolina, Chapel Hill (Fishman, George S.)
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 19
Issue Number 7
Page Count 3
Starting Page 407
Ending Page 409

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Source: ACM Digital Library