A gamma variate generator with shape parameter less than unity
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866910699097161728 |
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| author | Zenitani, Seiji |
| author_facet | Zenitani, Seiji |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_01415 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A gamma variate generator with shape parameter less than unity Zenitani, Seiji Computation Numerical Analysis Computational Physics 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. |
| title | A gamma variate generator with shape parameter less than unity |
| topic | Computation Numerical Analysis Computational Physics |
| url | https://arxiv.org/abs/2411.01415 |