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A Convenient Way of Generating Gamma Random Variables Using Generalized Exponential Distribution
by
Rameshwar D. Gupta
University of New Brunswick, CANADA
Coauthors: Debasis Kundu
In this talk we propose a very convenient way to generate gamma random variables when the shape parameter lies between 0 and 1, using generalized exponential distribution. The new method is compared with the most popular Ahren and Dieter method and the fastest method proposed by Best. Like Ahren and Dieter and Best methods our method also uses the acceptance-rejection principle. However, it is observed that our method has more acceptance proportion than Ahren and Dieter or Best methods.
Date received: October 3, 2005
Copyright © 2005 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # carm-09.