Sign In

Communications of the ACM

Communications of the ACM

Computer generation of gamma random variables—II

A rejection method is proposed for generating gamma variates with nonintegral shape parameter &agr;, &agr; > 1. This method is similar to other methods given by Fishman, Wallace, and Tadikamalla and is faster than these methods for &agr; > 2. The core storage requirements and the programming effort for the proposed method are similar to those of Wallace's or Tadikamalla's methods. The computational times for the proposed method remain fairly constant for medium and large values of &agr; and are superior to times obtained by Arhens and Dieter's method for all values of &agr;. The proposed method is simpler than Ahrens and Dieter's method.

The full text of this article is premium content


No entries found

Log in to Read the Full Article

Sign In

Sign in using your ACM Web Account username and password to access premium content if you are an ACM member, Communications subscriber or Digital Library subscriber.

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.
Sign In for Full Access
» Forgot Password? » Create an ACM Web Account