A gamma variate generator with shape parameter less than unity
Computation
2024-11-18 v1 Numerical Analysis
Numerical Analysis
Computational Physics
Abstract
Algorithms for generating random numbers that follow a gamma distribution with shape parameter less than unity are proposed. Acceptance-rejection algorithms are developed, based on the generalized exponential distribution. The squeeze technique is applied to our method, and then piecewise envelope functions are further considered. The proposed methods are excellent in acceptance efficiency and promising in speed.
Keywords
Cite
@article{arxiv.2411.01415,
title = {A gamma variate generator with shape parameter less than unity},
author = {Seiji Zenitani},
journal= {arXiv preprint arXiv:2411.01415},
year = {2024}
}
Comments
13 pages, 2 figures; To appear in Economics Bulletin