Simulation of Gamma records

A. Pakhteev and A. Stepanov

Statistics & Probability Letters, 2016, vol. 119, issue C, 204-212

Abstract: In the present paper, we discuss algorithms of record generation when records are taken from a Gamma population. We develop such generation algorithms and study their asymptotic performance.

Keywords: Records; Gamma distribution; Rejection method; Inverse-transform method; Generation techniques; Chi-square test (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2016.08.002

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