Computer generation of gamma random variates with non-integral shape parameters
Communications of the ACM
ACM Transactions on Mathematical Software (TOMS)
Distribution fitting and random number and variate generation
WSC '92 Proceedings of the 24th conference on Winter simulation
Selecting input models and random variate generation
WSC '93 Proceedings of the 25th conference on Winter simulation
Generating gamma variates by a modified rejection technique
Communications of the ACM
Comment on gamma deviate generation
Communications of the ACM
Computer generation of gamma random variables
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
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This paper describes a method of generating gamma variates that appears to be less costly than Wallace's recently suggested method. For large shape parameter &agr;; the cost of computation is proportional to √&agr;, whereas Wallace's method is proportional to &agr;. Experimentation by Robinson and Lewis indicates that for small &agr; the method suggested here also dominates methods recently suggested by Dieter and Ahrens, albeit those methods dominate for large &agr;. The method suggested here uses the rejection technique.