This paper describes a method of generating gamma variates that appears to be less costly than Wallace's recently suggested method. For large shape parameter &agr;; the cost of computation is proportional to √&agr;, whereas Wallace's method is proportional to &agr;. Experimentation by Robinson and Lewis indicates that for small &agr; the method suggested here also dominates methods recently suggested by Dieter and Ahrens, albeit those methods dominate for large &agr;. The method suggested here uses the rejection technique.
The Latest from CACM
Shape the Future of Computing
ACM encourages its members to take a direct hand in shaping the future of the association. There are more ways than ever to get involved.
Get InvolvedCommunications of the ACM (CACM) is now a fully Open Access publication.
By opening CACM to the world, we hope to increase engagement among the broader computer science community and encourage non-members to discover the rich resources ACM has to offer.
Learn More
Join the Discussion (0)
Become a Member or Sign In to Post a Comment