|
|
|
|
Logarithmic transformation-based gamma random number generators
|
|
|
|
|
|
|
|
نویسنده
|
xi b. ,tan k.m. ,liu c.
|
|
منبع
|
journal of statistical software - 2013 - دوره : 55 - - کد همایش:
|
|
چکیده
|
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 transformations of the gamma random variable. one transformation allows for the generators to work for all shape parameter values. the other is introduced to have improved efficiency for shape parameters smaller than or equal to one.
|
|
کلیدواژه
|
Gamma distribution; Random number generation; Ratio-of-uniforms
|
|
آدرس
|
department of statistics,purdue university,250 n. university street,west lafayette,in 47907, United States, department of biostatistics,university of washington,seattle,wa 98195-7232, United States, department of statistics,purdue university,250 n. university street,west lafayette,in 47907, United States
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|