Algorithm 599

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Algorithm 599: sampling from Gamma and Poisson distributions

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 9 , Issue 2 (June 1983) table of contents

Pages: 255 - 257

Year of Publication: 1983

ISSN:0098-3500

Authors

J. H. Ahrens	Math Seminar der University Kiel, Olshausenstrasse 40-60, D 2300 Kiel 1, Germany
K. D. Kohrt	Math Seminar der University Kiel, Olshausenstrasse 40-60, D 2300 Kiel 1, Germany
U. Dieter	Institut fur Statistik, Technical University Graz, Hamerlinggasse 6, A 8010 Graz, Austria

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 12, Downloads (12 Months): 95, Citation Count: 2

Additional Information:

appendices and supplements references cited by index terms collaborative colleagues

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APPENDICES and SUPPLEMENTS

SEXPO, SGAMMA, SNORM, KPOISS, and SUNIF (599.gz) (10 KB)

exponential, gamma, normal, Poisson, and uniform distributions
Gams: L6a7,L6a16,L6a21,L6a5,L6a14

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	J. H. Ahrens , U. Dieter, Computer methods for sampling from the exponential and normal distributions, Communications of the ACM, v.15 n.10, p.873-882, Oct. 1972 [doi>10.1145/355604.361593]
	2	AHRENS, J.H., AND DIETER, U. Extensions of Forsythe's method for random sampling from the normal dlstmbutlon Math Comput 27 (Oct. 1973), 927-937
	3	AHRENS, J.H., ASD DIETER, U Computer methods for sampling from gamma, beta, Poisson and binomial distributions Computing 12 (1974), 223-246.
	4	J. H. Ahrens , U. Dieter, Generating gamma variates by a modified rejection technique, Communications of the ACM, v.25 n.1, p.47-54, Jan. 1982 [doi>10.1145/358315.358390]
	5	J. H. Ahrens , U. Dieter, Computer Generation of Poisson Deviates from Modified Normal Distributions, ACM Transactions on Mathematical Software (TOMS), v.8 n.2, p.163-179, June 1982 [doi>10.1145/355993.355997]
	6	AHRENS, J.H., DIETER, U., AND GRUBE A. Pseudo-random numbers: A new proposal for the choice of multlplicators. Computing 6 (1971), 121-138

CITED BY 2

	Luc Devroye, Random variate generation for multivariate unimodal densities, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.7 n.4, p.447-477, Oct. 1997
	Do Le Minh, Generating gamma variates, ACM Transactions on Mathematical Software (TOMS), v.14 n.3, p.261-266, Sept. 1988

INDEX TERMS

Primary Classification:
G. Mathematics of Computing

Collaborative Colleagues:

J. H. Ahrens: colleagues

K. D. Kohrt: colleagues

U. Dieter: colleagues

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