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New methods for generating student's t and gamma variables

Neue Methoden zur Erzeugung von Students t und Gamma-Zufallsveränderlichen

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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.

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Authors and Affiliations

  1. Department of Management Science, California State University, 91330, Northridge, CA, U.S.A.

    A. J. Kinderman

  2. Institute of Statistics, North Carolina State University, 27607, Raleigh, NC, U.S.A.

    J. F. Monahan

Authors
  1. A. J. Kinderman
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  2. J. F. Monahan
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Additional information

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

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