[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [Help-gsl] Help with Gamma sampling

From: Brian Gough
Subject: Re: [Help-gsl] Help with Gamma sampling
Date: Thu, 15 Apr 2004 19:44:37 +0100

Maura Edelweiss Monville writes:
 > I'd greatly appreciate some help at finding an algorithm (not a
 > math package) to sample the generalized Gamma function defined at
 > the following web site everywhere in its domain [0, infinity)
 > I'd just be happy with an algorithm to sample a particular
 > realization of the generalized Gamma function obtained by setting:
 > Beta = 2 K = 2 Theta = sqrt(2)*V0)
 > which generates a Maxwell distribution:
 > t^3/(2*V0^4)*Exp[-t^2/(2*V0^2)]
 > The GSL realization of the Gamma deviate is only for the canonical
 > Gamma function (2 parameters)

Maybe a suitable transformation of the generated variate such as 
x -> x^alpha would be sufficient.

Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals ---

reply via email to

[Prev in Thread] Current Thread [Next in Thread]