An algorithm for generating chi random variables

Authors:
John F. Monahan
Affiliations:
North Carolina State Univ., Raleigh
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1987

Citing 3
Cited 2

Computer Generation of Random Variables Using the Ratio of Uniform Deviates

ACM Transactions on Mathematical Software (TOMS)
A More Portable Fortran Random Number Generator

ACM Transactions on Mathematical Software (TOMS)
Gamma variate generators with increased shape parameter range

Communications of the ACM

The Data Uncertainty Engine (DUE): A software tool for assessing and simulating uncertain environmental variables

Computers & Geosciences
Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities

Statistics and Computing

Quantified Score

Hi-index	0.00

Visualization

Abstract

An algorithm is presented for generating random variables from the chi family of distributions withdegrees of freedom parameter LY 2 1. It is based on the ratio of uniforms method and can be usedeffectively for the gamma family.