randGamma

double
randGamma
(
RNG
)
(
ref RNG rng
,
double shape
,
double scale
)

Return Value

Type: double

Gamma random sample.

See Also

"A Simple Method for Generating Gamma Variables" by George Marsaglia and Wai Wan Tsang. ACM Transactions on Mathematical Software Vol 26, No 3, September 2000, pages 363-372.

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