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Generating Gamma and Beta Random Variables with Non‐Integral Shape Parameters

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  • J. Whittaker

Abstract

A method of generating random variables with the gamma or beta distribution having non‐integral shape parameters from uniform random variables is given.

Suggested Citation

  • J. Whittaker, 1974. "Generating Gamma and Beta Random Variables with Non‐Integral Shape Parameters," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 23(2), pages 210-214, June.
    • Handle: RePEc:bla:jorssc:v:23:y:1974:i:2:p:210-214
    DOI: 10.2307/2347003
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