Computer methods for sampling from gamma, beta, poisson and bionomial distributions

By J. Ahrens, U. Dieter. 1974

How researchers see this paper

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A Comprehensive Comparison of Multiparty Secure Additions with Differential Privacy (2015, background): “The implementation of a gamma random number generator has an indeterministic number of steps, and requires generating at least two (on average 2:54) uniformly distributed random variables [3].”
A hierarchical bayesian statistical framework for response time distributions (2003, methodology): “The method we used is the modified rejection technique of Ahrens and Dieter (1974, 1982) .”
Secure multiparty aggregation with differential privacy: a comparative study (2013, background): “54) uniformly distributed random numbers [3].”
Closeness of Gamma and Generalized Exponential Distribution (2003, background): “The well known ones are by Ahrens and Dieter (1974), Atkinson (1977), Cheng (1977), Cheng and Feast (1979, 1980), Devroye (1982), Fishman (1975), Greenwood (1974), Marsaglia (1977), Schmeiser and Lal (1980), and Tadikamalla (1978a, 1978b).”
Sampling from Archimedean copulas (2004, methodology): “The rejection algorithm is the method of choice for many standard univariate distributions such as the gamma and beta distributions [Ahrens and Dieter, 1974].”
An introduction to Bayesian hierarchical models with an application in the theory of signal detection (2005, background): “Ahrens and Dieter (1974, 1982) provide algorithms for sampling the gamma distribution.”