A survey of methods for sampling from the gamma distribution

Authors:
Pandu R. Tadikamalla;Mark E. Johnson
Affiliations:
-;-
Venue:
WSC '78 Proceedings of the 10th conference on Winter simulation - Volume 1
Year:
1978

Citing 3
Cited 1

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

Generating gamma variates by a modified rejection technique

Communications of the ACM

Quantified Score

Hi-index	0.02

Visualization

Abstract

Considerable attention has recently been directed at developing ever faster algorithms for generating gamma random variates on digital computers. This paper surveys the current state of the art including the leading algorithms of Ahrens and Dieter, Atkinson, Cheng, Fishman, Marsaglia, Tadikamalla and Wallace. General random variate generation techniques are explained with reference to these gamma algorithms. Computer simulation experiments on IBM and CDC computers are reported.