OurBigBook.comSite Source code

Sampling an integer-shape gamma distribution

If

m

is a positive integer and

U_{1}, \dots, U_{m}

are independent uniform variables, then

- \frac{1}{r} \sum_{j = 1}^{m} lo g U_{j}

has the gamma distribution with shape

m

and rate

r

, because each summand is exponential with rate

r

.

 Ancestors (8)

 Incoming links (1)

Solution