Copyright | (c) Matthew Donadio 2003 |
---|---|

License | GPL |

Maintainer | m.p.donadio@ieee.org |

Stability | experimental |

Portability | portable |

Safe Haskell | Safe |

Language | Haskell98 |

UNTESTED

Module for transforming a list of uniform random variables into a list of gamma random variables.

f(x) = lambda * exp(-lambda*x) * (lambda * x)^(t-1) / Gamma(t)

Reference: Ross