A note on the generation of beta distributed and gamma distributed random variables

Bánkövi, G. (1964) A note on the generation of beta distributed and gamma distributed random variables. A MAGYAR TUDOMÁNYOS AKADÉMIA MATEMATIKAI KUTATÓ INTÉZETÉNEK KÖZLEMÉNYEI, 9 (3). pp. 555-563.

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Abstract

In paper M. D. Jöhnk suggested very interesting methods for generating beta distributed and gamma distributed random variables. One of the basic steps of these procedures seems to be, however, rather inconvenient for using it in a computer. By the simple approximation suggested here this inconvenience can be avoided in many cases.

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