The generation of random values corresponding to an underlying Gamma distribution is a
key capability in many areas of knowledge, such as Probability and Statistics, Signal …

The Gamma distribution is well-known and widely used in many signal processing and
communications applications. In this letter, a simple and extremely efficient accept/reject …

Con si de ra ble at tention has recent ly b een direct ed at de veloping ever fast er algorit
nms for generating gamma random var i at es on digital computer s, This paper surveys the …

A suitable square root transformation of a gamma random variable with mean a≥ 1 yields a
probability density close to the standard normal density. A modification of the rejection …

Generating Gamma Variates Page 1 Generating Gamma Variates DO LE MINH California
State University, Fullerton An algorithm to generate variates having a Gamma distribution with …

SYNOPTIC ABSTRACT Considerable attention has recently been directed at developing
simpler and faster algorithms for generating gamma random variates (with general, not …

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 …

A new method for generating random variables from the gamma distribution with nonintegral
shape parameter α is proposed. This method is similar to two other methods recently given …

This article focuses on the parameter estimation of the generalized gamma distribution.
Because of many difficulties described in the literature to estimate the parameters, we …

Two very efficient algorithms for generating pseudorandom numbers from the gamma
distribution have been developed in the present work these are combined with a third …