Timeline for Reshaping a Gamma random variable?
Current License: CC BY-SA 4.0
3 events
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May 19, 2020 at 12:58 | comment | added | Iosif Pinelis | Unfortunately, the rejection method will not work for $\text{gamma}(a_1,b_1)$ and $\text{gamma}(a_2,b_2)$ with $a_1\ne a_2$ and $b_1=b_2$, because then the ratio of the corresponding pdf's is unbounded. | |
May 19, 2020 at 11:44 | comment | added | lrnv | Thanks for the link, this is interesting; Although this is not exactly what i need, it's still interesting to read :) | |
May 19, 2020 at 11:19 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |