This paper describes a method of generating gamma variates that appears to be less costly than Wallace's recently suggested method.

These steps require a+2 random numbers on average per trial. Therefore, for nonintegral a, method 2 uses (a+2)r(y)y 'r /r(a) random numbers on average.

This paper describes a methad of generating gamma variates that appears to be less costly than Wallace's recently suggested method.

This paper describes a method of generating gamma variates that appears to be less costly than Wallace's recently suggested method, and which also dominates ...

Jul 5, 2023 · To generate K samples, what I do is generate different time intervals using the gamma density function. Then, I perform a cumulative sum to ...

Accurate computer methods are evaluated which transform uniformly distributed random numbers into quantities that follow gamma, beta, Poisson, binomial and.

Computer Methods for Sampling from the Gamma Distribution. · Algorithms · Gamma function · CDC computers · Comparative evaluations · Computer calculations · IBM ...

This paper describes a method of generating gamma variates that appears to be less costly than other methods. For large shape parameter alpha the cost of ...

General random variate generation techniques are explained with reference to these gamma algorithms. Computer simulation experiments on IBM and CDC computers ...

Considerable attention has recently been directed at developing ever faster algorithms for generating gamma random variates on digital computers.