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Random variate generation for the truncated negative gamma distribution

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  • Devroye, Luc

Abstract

We provide a uniformly efficient and simple random variate generator for the truncated negative gamma distribution restricted to any interval.

Suggested Citation

  • Devroye, Luc, 2021. "Random variate generation for the truncated negative gamma distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 181(C), pages 51-56.
    • Handle: RePEc:eee:matcom:v:181:y:2021:i:c:p:51-56
    DOI: 10.1016/j.matcom.2020.09.005
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    References listed on IDEAS

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    1. W. R. Gilks & P. Wild, 1992. "Adaptive Rejection Sampling for Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 337-348, June.
    2. Devroye, Luc, 2012. "A note on generating random variables with log-concave densities," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 1035-1039.
    3. Hisashi Tanizaki, 2008. "A Simple Gamma Random Number Generator for Arbitrary Shape Parameters," Economics Bulletin, AccessEcon, vol. 3(7), pages 1-10.
    4. repec:ebl:ecbull:v:3:y:2008:i:7:p:1-10 is not listed on IDEAS
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