An Easily Programmed Algorithm for Generating Gamma Random Variables
- 1 January 1977
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society. Series A (General)
- Vol. 140 (2), 232
- https://doi.org/10.2307/2344879
Abstract
An easily programmed algorithm is described for sampling the gamma distribution with index $\alpha > 1$. Timing comparisons with existing easily programmed a...