4.93 Give a simple method to simulate from the gamma distribution with parameters a and when the shape parameter a is equal to the integer n. Hint: The sum of n independent random variables, each having an exponential density with parameter A, has an Erlang density with parameters n and λ.
4.93 Give a simple method to simulate from the gamma distribution with parameters a and when the shape parameter a is equal to the integer n. Hint: The sum of n independent random variables, each having an exponential density with parameter A, has an Erlang density with parameters n and λ.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 30CR
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