Posts Tagged ‘ generation ’

In search of a random gamma variate…

March 16, 2010
In search of a random gamma variate…

One of the most common exersices given to Statistical Computing,Simulation or relevant classes is the generation of random numbers from a gamma distribution. At first this might seem straightforward in terms of the lifesaving relation that exponential and gamma random variables share. So, it’s easy to get a gamma random variate using the fact that

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