The Monty Python method for generating gamma variables

Journal of Statistical Software

Volumn 3, Issue , 1998, Pages 1-8

  Marsaglia, George ^a   Tsang, Wai Wan ^b  

^a FLORIDA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039646690     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: 10.18637/jss.v003.i03     Document Type: Article

References (5)

1. Devroye, Luc (1986), Non-Uniform Random Variate Generation, Springer-Verlag, New York.
2. Marsaglia, George (1984), The exact-approximation method for generating random variables, Journal Amer. Statist. Assoc., 79, 218-221.
3. Marsaglia, George and Tsang, Wai Wan (1997) The Monty Python Method for generating random variables, ACM Transactions on Mathematical Software, in press.
4. Minh, Do Le (1988), Generating gamma variates, ACM Trans. on Math. Software 14, 261-266.
5. Tsang, Wai Wan (1982), Computer generation of random variables, Ph. D. Dissertation, Dept. of Computer Science, Washington State University.