The Generation of Gamma Variables with Non-Integral Shape Parameter
Journal of the Royal Statistical Society Series C (Applied Statistics)Published 1 January 1977
R. C. H. Cheng
Citations101
SJR quartileQ2
SJR score0.65
SNIP0.78
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Abstract
A rejection method is described for generating exact gamma variates with shape parameter α, where α > 1. The method is compared with previously published methods in terms of speed and program compactness. It is suggested that the method possesses advantages on both counts.
Keywords
Chemistry
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