메뉴 건너뛰기




Volumn 26, Issue 3, 2000, Pages 363-372

A simple method for generating gamma variables

Author keywords

Algorithms; Gamma distribution; Performance; Random number generation; Ziggurat method

Indexed keywords


EID: 0040519931     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/358407.358414     Document Type: Article
Times cited : (153)

References (13)
  • 1
    • 0019912631 scopus 로고
    • Generating gamma variates by a modified rejection technique
    • AHRENS, J. H. AND DIETER, U. 1982. Generating gamma variates by a modified rejection technique. Commun. ACM 25, 1 (Jan.), 47-54.
    • (1982) Commun. ACM , vol.25 , Issue.1 JAN , pp. 47-54
    • Ahrens, J.H.1    Dieter, U.2
  • 2
    • 0039638478 scopus 로고
    • An alias method for sampling from the normal distribution
    • AHRENS, J. H. AND DIETER, U. 1989. An alias method for sampling from the normal distribution. Computing 42, 2-3 (Sep.), 159-170.
    • (1989) Computing , vol.42 , Issue.2-3 SEP , pp. 159-170
    • Ahrens, J.H.1    Dieter, U.2
  • 3
    • 0009887446 scopus 로고
    • Some simple gamma variate generators
    • CHENG, R. C. H. AND FEAST, G. M. 1979. Some simple gamma variate generators. Appl. Stat. 28, 3, 290-295.
    • (1979) Appl. Stat. , vol.28 , Issue.3 , pp. 290-295
    • Cheng, R.C.H.1    Feast, G.M.2
  • 5
    • 0039054426 scopus 로고
    • The squeeze method for generating gamma variates
    • MARSAGLIA, G. 1977. The squeeze method for generating gamma variates. Comput. Math. Appl. 3, 321-325.
    • (1977) Comput. Math. Appl. , vol.3 , pp. 321-325
    • Marsaglia, G.1
  • 6
    • 0009915780 scopus 로고
    • The exact-approximation method for generating random variables in a computer
    • MARSAGLIA, G. 1984. The exact-approximation method for generating random variables in a computer. J. Am. Stat. Assoc. 79, 385 (Mar.), 218-221.
    • (1984) J. Am. Stat. Assoc. , vol.79 , Issue.385 MAR , pp. 218-221
    • Marsaglia, G.1
  • 8
    • 0000597582 scopus 로고
    • A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions
    • MARSAGLIA, G. AND TSANG, W. W. 1984. A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions. SIAM J. Sci. Stat. Comput. 5, 2 (June), 349-359.
    • (1984) SIAM J. Sci. Stat. Comput. , vol.5 , Issue.2 JUNE , pp. 349-359
    • Marsaglia, G.1    Tsang, W.W.2
  • 9
    • 0032155866 scopus 로고    scopus 로고
    • The monty python method for generating random variables
    • MARSAGLIA, G. AND TSANG, W. W. 1998a. The Monty Python method for generating random variables. ACM Trans. Math. Softw. 24, 3 (Sept.), 341-350.
    • (1998) ACM Trans. Math. Softw. , vol.24 , Issue.3 SEPT , pp. 341-350
    • Marsaglia, G.1    Tsang, W.W.2
  • 10
    • 0039646690 scopus 로고    scopus 로고
    • The monty python method for generating gamma variables
    • MARSAGLIA, G. AND TSANG, W. W. 1998b. The Monty Python method for generating gamma variables. J. Stat. Softw. 3, 1-8.
    • (1998) J. Stat. Softw. , vol.3 , pp. 1-8
    • Marsaglia, G.1    Tsang, W.W.2
  • 11
    • 0040833010 scopus 로고    scopus 로고
    • The ziggurat method for generating random variables
    • MARSAGLIA, G. AND TSANG, W. W. 2000. The ziggurat method for generating random variables. J. Stat. Softw. 5. Preprint available: geo@stat.fsu.edu or tsang@csis.hku.hk.
    • (2000) J. Stat. Softw. , vol.5
    • Marsaglia, G.1    Tsang, W.W.2
  • 12
    • 0024085926 scopus 로고
    • Generating gamma variates
    • MINH, D. L. 1988. Generating gamma variates. ACM Trans. Math. Softw. 14, 3 (Sept.), 261-266.
    • (1988) ACM Trans. Math. Softw. , vol.14 , Issue.3 SEPT , pp. 261-266
    • Minh, D.L.1
  • 13
    • 0039054428 scopus 로고
    • Squeeze methods for generating gamma variates
    • SCHMEISER, B. W. AND LAL, R. 1980. Squeeze methods for generating gamma variates. J. Am. Stat. Assoc. 75, 371, 675-682.
    • (1980) J. Am. Stat. Assoc. , vol.75 , Issue.371 , pp. 675-682
    • Schmeiser, B.W.1    Lal, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.