Random variate generation for the truncated negative gamma distribution

Luc Devroye

Mathematics and Computers in Simulation (MATCOM), 2021, vol. 181, issue C, 51-56

Abstract: We provide a uniformly efficient and simple random variate generator for the truncated negative gamma distribution restricted to any interval.

Keywords: Random variate generation; Simulation; Monte Carlo method; Expected time analysis (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:181:y:2021:i:c:p:51-56

DOI: 10.1016/j.matcom.2020.09.005

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