By Pandu R. Tadikamalla
Communications of the ACM,
May 1978,
Vol. 21 No. 5, Pages 419-422
10.1145/359488.359505
Comments
A new method for generating random variables from the gamma distribution with nonintegral shape parameter &agr; is proposed. This method is similar to two other methods recently given by Wallace and Fishman. It is compared with Fishman's and Ahrens and Dieter's methods. The core storage requirements and programming effort for this method are similar to those of Fishman's method. The proposed method is the same as Fishman's method for 1 ≤ &agr; < 2 and is faster than Fishman's method for 3 ≤ &agr; ≤ 19. Also, the proposed method is much simpler than Ahrens and Dieter's method and is faster for &agr; ≤ 8.
The full text of this article is premium content
No entries found
Log in to Read the Full Article
Need Access?
Please select one of the options below for access to premium content and features.
Create a Web Account
If you are already an ACM member, Communications subscriber, or Digital Library subscriber, please set up a web account to access premium content on this site.
Join the ACM
Become a member to take full advantage of ACM's outstanding computing information resources, networking opportunities, and other benefits.
Subscribe to Communications of the ACM Magazine
Get full access to 50+ years of CACM content and receive the print version of the magazine monthly.
Purchase the Article
Non-members can purchase this article or a copy of the magazine in which it appears.
