Numeric.Random.Distribution.Gamma

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

Documentation

gamma

Arguments

:: Int

n

-> Double

lambda

-> [Double]

U

-> [Double]

X

Generates a list of gamma random variables from a list of uniforms via the inverse transformation method