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## 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 --- http://www.network-theory.co.uk/