Logarithmic Transformation-Based Gamma Random Number Generators
Developing efficient gamma variate generators is important for Monte Carlo methods. With a brief review of existing methods for generating gamma random numbers, this article proposes two simple gamma variate generators that are obtained from the ratio- of-uniforms method and based on two logarithmic...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2013-10-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2099 |