Gamma variate generators with increased shape parameter range

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Gamma variate generators with increased shape parameter range

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Communications of the ACM archive
Volume 23 , Issue 7 (July 1980) table of contents

Pages: 389 - 395

Year of Publication: 1980

ISSN:0001-0782

Authors

R. C. H. Cheng	Univ. of Wales Institute of Science and Technology, Cardiff, U.K.
G. M. Feast	Univ. of Wales Institute of Science and Technology, Cardiff, U.K.

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 4, Downloads (12 Months): 40, Citation Count: 5

Additional Information:

references cited by index terms collaborative colleagues

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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	Abrens, J.H., and Dieter, U. Computer methods of sampling from gamma, beta, Poisson and binomial distributions. Computing 12(1974), 223-246.
	2	Atkinson, A.C., and Pearce, M. C. The computer generation of bete, gamma, and normal random variables (with discussion). J. Roy, Statist. Soc. Ser. A 139(1976), 431-461.
	3	Best, D.J. Letter to the Editor. Appl. Statist. 27(1978), 181.
	4	Cheng, R.C.H. The generation of gamma variables with nonintegral shape parameters. Appl. Statist. 26(1977), 71-75.
	5	Cheng, R.C.Hh., and Feast, G.M. Some simple gamma variance generators. Appl. Statist. 28(1979), 290-295.
	6	A. J. Kinderman , J. F. Monahan, Computer Generation of Random Variables Using the Ratio of Uniform Deviates, ACM Transactions on Mathematical Software (TOMS), v.3 n.3, p.257-260, Sept. 1977 [doi>10.1145/355744.355750]
	7	Kunderman, A.J., and Monahan, J.F. Recent developments in the computer generation of Student's and gamma random variables A.S.A Ann. Conf., 1978.
	8	Pandu R. Tadikamalla, Computer generation of gamma random variables—II, Communications of the ACM, v.21 n.11, p.925-928, Nov. 1978 [doi>10.1145/359642.359648]

CITED BY 5

	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
	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
	John F. Monahan, An algorithm for generating chi random variables, ACM Transactions on Mathematical Software (TOMS), v.13 n.2, p.168-172, June 1987
	Janet E. Williams , Jeff D. Griffiths, The geometrical design of signalised road traffic junctions, Proceedings of the 19th conference on Winter simulation, p.819-827, December 14-16, 1987, Atlanta, Georgia, United States
	Wolfgang Hörmann , Josef Leydold , Gerhard Derflinger, Inverse transformed density rejection for unbounded monotone densities, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.17 n.4, p.18-es, September 2007

INDEX TERMS

Keywords:
gamma variates, random numbers, simulation

Collaborative Colleagues:

R. C. H. Cheng: colleagues

G. M. Feast: colleagues

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