g05fff

g05fff © Numerical Algorithms Group, 2002.

Purpose

G05FFF Generates a vector of pseudo-random numbers from a gamma distribution

Synopsis

[x,ifail] = g05fff(a,b,n<,ifail>)

Description

 
 The gamma distribution has PDF (probability density function):
 
                1       a-1 -x/b
     f(x)= ------------x   e if 0<=x<=1; a,b>0.0
            a               
           b (Gamma)(a)     
 
     f(x)=0                otherwise.

Parameters

g05fff

Required Input Arguments:

a                                     real
b                                     real
n                                     integer

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

x (n)                                 real
ifail                                 integer