This article describes the existing algorithms for the generation of (independent and identically distributed—i.i.d.) Gamma distribution values ...

We show that for non-uniform distributions, the rejection method may generate random numbers of bad quality if combined with a linear congruential generator ...

The transformed rejection method, a combination of the inversion and the rejection method, which is used to generate non-uniform random numbers.

Jan 1, 1994 · Wallace, C. S. 1976. Transformed rejection generators for gamma and normal pseudo-random variables. Australian Computer Journal, 8, 103{105. 14.

A suitable square root transformation of a gamma random variable with mean a ≥ 1 yields a probability density close to the standard normal density.

Acceptance-rejection techniques can be applied to the problem of uniform sampling on C and the construction of compact and efficient random number generators ...

Abstract: The transformed rejection method, a combination of the inversion and the rejection method, which is used to generate non-uniform random numbers ...

If the cumulative distribution function can be inverted, then the inverse transform method can be easily used to generate random variates from the distribution.

[35] C. S. Wallace (1976) Transformed rejection generators for gamma and normal pseudorandom variables. Australian Com- puter Journal, 8, 103–105.

The transformed rejection method uses inversion to sample from the dominating density of a rejection algorithm. But in contrast to the usual method it is ...