Random sampling from the generalized gamma distribution
Copyright policy )Random sampling from the generalized gamma distribution
This paper presents a simple and easy to implement algorithm for sampling from the generalized four parameter gamma distribution proposed by Stacy. The proposed method is based on a generalization of Von Neumann's rejection method where the first stage sampling is done from the log logistic distribution. The proposed method is simple, easy to implement and faster than the traditional methods for generating generalized gamma variates.
- University of Pittsburgh United States
algorithm, random sampling, Von Neumann's rejection method, Monte Carlo methods, Random number generation in numerical analysis, Probabilistic methods, stochastic differential equations, Algorithms in computer science, generalized gamma distribution, rejection methods
algorithm, random sampling, Von Neumann's rejection method, Monte Carlo methods, Random number generation in numerical analysis, Probabilistic methods, stochastic differential equations, Algorithms in computer science, generalized gamma distribution, rejection methods
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