Tanizaki, Hisashi - In: Economics Bulletin 3 (2008) 7, pp. 1-10
This paper proposes an improved gamma random generator. In the past, a lot of gamma random number generators have been proposed, and depending on a shape parameter (say, alpha) they are roughly classified into two cases: (i) alpha lies on the interval (0,1) and (ii) alpha is greater than 1,...
