Discriminating between Weibull and generalized exponential distributions
Computational Statistics & Data Analysis
Generalized exponential distribution: Bayesian estimations
Computational Statistics & Data Analysis
Computational Statistics & Data Analysis
Computer generation of negative binomial variates by envelope rejection
Computational Statistics & Data Analysis
Assessing the Quality of Pseudo-Random Number Generators
Computational Economics
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In this paper we propose a very convenient way to generate gamma random variables using generalized exponential distribution, when the shape parameter lies between 0 and 1. The new method is compared with the most popular Ahrens and Dieter method and the method proposed by Best. Like Ahrens and Dieter and Best methods our method also uses the acceptance-rejection principle. But it is observed that our method has greater acceptance proportion than Ahrens and Dieter or Best methods.