Computer generation of gamma random variables
Communications of the ACM
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
ACM Transactions on Mathematical Software (TOMS)
Generating gamma variates by a modified rejection technique
Communications of the ACM
Gamma variate generators with increased shape parameter range
Communications of the ACM
ANSS '81 Proceedings of the 14th annual symposium on Simulation
ACM SIGSIM Simulation Digest - Why an editor returns: we're back!
Application of the simulation with a spreadsheet to Queueing theory
MATH'05 Proceedings of the 8th WSEAS International Conference on Applied Mathematics
On the moment-determinance and random mixture of Nakagami-m variates
IEEE Transactions on Communications
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A rejection method is proposed for generating gamma variates with nonintegral shape parameter &agr;, &agr; 1. This method is similar to other methods given by Fishman, Wallace, and Tadikamalla and is faster than these methods for &agr; 2. The core storage requirements and the programming effort for the proposed method are similar to those of Wallace's or Tadikamalla's methods. The computational times for the proposed method remain fairly constant for medium and large values of &agr; and are superior to times obtained by Arhens and Dieter's method for all values of &agr;. The proposed method is simpler than Ahrens and Dieter's method.