Some Simple Gamma Variate Generators

R. C. H. Cheng and G. M. Feast

Journal of the Royal Statistical Society Series C, 1979, vol. 28, issue 3, 290-295

Abstract: Gamma variates with index α> 1 are produced by combining two adaptations of Kinderman and Monahan's technique for generating random variates by the use of the ratio of uniform variates. Expensive logarithmic/exponential evaluation is frequently avoided. The method is uniformly fast for all α> 1, is compact and easy to program.

Date: 1979
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