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On computer generation of gamma random variables by rejection and composition procedures 2
Authors:I. Väduva
Affiliation:Centrul de Calcul , Universitatea din Bucure?ti , Str. Stefan Furtunǎ, Bucure?ti, 125, Romania
Abstract:The paper presents various algorithms for generating gamma random variables, by combining rejection and composition procedures. Two efficient algorithms are given for the case when the parameter of the gamma distribution is 0<vvl, several algorithms are given but they (except one), work reliably only for small values of v. Results of some computer tests together with FORTRAN subroutines are also presented.
Keywords:Digital Simulation  Random Number Generation  Monte-Carlo Techniques  Gamma Distribution
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