Sampling from the gamma distribution on a computer
Communications of the ACM
Computer generation of gamma random variates with non-integral shape parameters
Communications of the ACM
Comment on gamma deviate generation
Communications of the ACM
Computer generation of gamma random variables—II
Communications of the ACM
A survey of methods for sampling from the gamma distribution
WSC '78 Proceedings of the 10th conference on Winter simulation - Volume 1
Application of the simulation with a spreadsheet to Queueing theory
MATH'05 Proceedings of the 8th WSEAS International Conference on Applied Mathematics
Computer generation of negative binomial variates by envelope rejection
Computational Statistics & Data Analysis
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A new method for generating random variables from the gamma distribution with nonintegral shape parameter &agr; is proposed. This method is similar to two other methods recently given by Wallace and Fishman. It is compared with Fishman's and Ahrens and Dieter's methods. The core storage requirements and programming effort for this method are similar to those of Fishman's method. The proposed method is the same as Fishman's method for 1 ≤ &agr;