Algorithms for generating random numbers that follow a gamma distribution with shape parameter less than unity are proposed. Acceptance-rejection algorithms are developed, based on the generalized exponential distribution. The squeeze technique is applied to our method, and then piecewise envelope functions are further considered. The proposed methods are excellent in acceptance efficiency and promising in speed.
翻译:本文提出了生成形状参数小于1的伽马分布随机数的算法。基于广义指数分布,开发了接受-拒绝算法。我们的方法应用了挤压技术,并进一步考虑了分段包络函数。所提出的方法在接收效率方面表现优异,且在速度方面具有良好前景。