Re: [Help-gsl] Help with Gamma sampling

[Brian Gough]

Maura Edelweiss Monville writes:
 > I'd greatly appreciate some help at finding an algorithm (not a
 > math package) to sample the generalized Gamma function defined at
 > the following web site everywhere in its domain [0, infinity)
 >
 > I'd just be happy with an algorithm to sample a particular
 > realization of the generalized Gamma function obtained by setting:
 > 
 > Beta = 2 K = 2 Theta = sqrt(2)*V0)
 > 
 > which generates a Maxwell distribution:
 > t^3/(2*V0^4)*Exp[-t^2/(2*V0^2)]
 > 
 > The GSL realization of the Gamma deviate is only for the canonical
 > Gamma function (2 parameters)

Maybe a suitable transformation of the generated variate such as 
x -> x^alpha would be sufficient.

-- 
Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/