Generating gamma variates

Authors:
Do Le Minh
Affiliations:
Department of Management Science, California State University, Fullerton, CA
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1988

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Abstract

An algorithm to generate variates having a gamma distribution with shape parameter greater than one is presented in this paper. This algorithm is faster than Schmeiser and Lal's G4PE, which is the fastest one currently available, yet is equally simple and easy to implement.