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[Help-gsl] Help with Gamma sampling


From: Maura Edelweiss Monville
Subject: [Help-gsl] Help with Gamma sampling
Date: Wed, 14 Apr 2004 06:34:28 -0400

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)

http://www.weibull.com/LifeDataWeb/generalized_gamma_probability_density_function.htm

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)

Thank you very much,
Maura




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