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| Seiji Zenitani |
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| ''A gamma variate generator with shape parameter less than unity'' |
| ( 2024, Vol. 44 No.3 ) |
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| 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. |
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| Keywords: Random number generation, gamma distribution, rejection sampling, Monte Carlo method |
JEL: C6 - Mathematical Methods and Programming: General
C1 - Econometric and Statistical Methods: General |
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| Manuscript Received : Jun 11 2024 | | Manuscript Accepted : Sep 30 2024 |
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