Computer methods for sampling from the gamma distribution

Conference · Sun Jan 01 00:00:00 EST 1978

OSTI ID:6057802

Johnson, M E; Tadikamalla, P R

Considerable attention has recently been directed at developing ever faster algorithms for generating gamma random variates on digital computers. This paper surveys the current state of the art including the leading algorithms of Ahrens and Dieter, Atkinson, Cheng, Fishman, Marsaglia, Tadikamalla, and Wallace. General random variate generation techniques are explained with reference to these gamma algorithms. Computer simulation experiments on IBM and CDC computers are reported.

• Research Organization: Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
• DOE Contract Number: W-7405-ENG-36
• OSTI ID: 6057802
• Report Number(s): LA-UR-78-2116; CONF-781213-2
• Resource Relation: Conference: Winter simulation conference, Miami Beach, FL, USA, 4 Dec 1978
• Country of Publication: United States
• Language: English

Related Subjects

99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
ALGORITHMS
COMPARATIVE EVALUATIONS
GAMMA FUNCTION
COMPUTER CALCULATIONS
CDC COMPUTERS
IBM COMPUTERS
SAMPLING
STATISTICS
STOCHASTIC PROCESSES
COMPUTERS
FUNCTIONS
MATHEMATICAL LOGIC
MATHEMATICS
990200* - Mathematics & Computers