Generate a Gamma random variable
"Statistical Distributions", Evans, Hastings, Peacock, 2nd Edition,
Wiley, 1993, p.75-81
INPUTS:
(N,M) = size of array of random variables to generate
b = scale parameter > 0
c = shape parameter > 0
probability density function (pdf)
p(x) = (x/b)^(c-1) * exp(-x/b) / (b * gamma(c))
where gamma(c) is the gamma function (http://en.wikipedia.org/wiki/Gamma_function)
Basic stats of the gamma distribution
mean = b c
variance = b^2 c
generation method comes from
http://en.wikipedia.org/wiki/Gamma_distribution#Generating_gamma-distributed_random_variables
notation: theta = b
k = c
the algorithm exploits several properties of the gamma
(1) Gamma(b,1) ~ Exp(b) (an exponential random variable)
(2) sum_{i=1}^{n} Gamma(b,c_i) ~ Gamma(b,c) where c=sum_{i=1}^{n} c_i
plus acceptance-rejectance sampling
Cite As
Matthew Roughan (2025). rand_gamma (https://www.mathworks.com/matlabcentral/fileexchange/30966-rand_gamma), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |