A convenient way of generating gamma random variables using generalized exponential distribution

Author:

Kundu Debasis,Gupta Rameshwar D.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference16 articles.

1. Computer methods for sampling from gamma, beta, Poisson and Binomial distribution;Ahrens;Computing,1974

2. The computer generation of beta, gamma and normal random variables (with discussion);Atkinson;J. Roy. Statist. Soc. Ser. A,1976

3. A note on gamma variate generators with shape parameter less than unity;Best;Computing,1983

4. Monte Carlo; Concepts, Algorithms and Applications;Fishman,1995

5. Generalized exponential distributions;Gupta;Austral. New Zealand J. Statist.,1999

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