Abstract
Algorithms based on ratio-of-uniforms method are developed for generating random variables from the Student'st and gamma families.
Zusammenfassung
Algorithmen, die auf der „Ratio of Uniforms”-Methode basieren, werden entwickelt, um Zufallsveränderliche der Studentst und Gamma-Familien zu erzeugen.
References
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Work supported by contract EY-76-C-02-0016 with the U.S. Department of Energy.
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Kinderman, A.J., Monahan, J.F. New methods for generating student's t and gamma variables. Computing 25, 369–377 (1980). https://doi.org/10.1007/BF02285231
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DOI: https://doi.org/10.1007/BF02285231