A convenient way of generating gamma random variables using generalized exponential distribution

Computational Statistics and Data Analysis

Volumn 51, Issue 6, 2007, Pages 2796-2802

  Kundu, Debasis ^a   Gupta, Rameshwar D ^b  

^a INDIAN INSTITUTE OF TECHNOLOGY KANPUR   (India)

^b UNIVERSITY OF NEW BRUNSWICK   (Canada)

Author keywords

Ahrens and Dieter method; Best method; Gamma generator; Generalized exponential distribution; Random number generator

Indexed keywords

PARAMETER ESTIMATION; PRINCIPAL COMPONENT ANALYSIS; PROBABILITY DISTRIBUTIONS;

GAMMA GENERATOR; GENERALIZED EXPONENTIAL DISTRIBUTION; RANDOM NUMBER GENERATOR;

RANDOM PROCESSES;

EID: 33846636488     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.09.037     Document Type: Article

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