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Sampling an integer-shape gamma distribution

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Gamma distribution
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
If m is a positive integer and U1​,…,Um​ are independent uniform variables, then
−r1​∑j=1m​logUj​
(1)
has the gamma distribution with shape m and rate r, because each summand is exponential with rate r.

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  1. Gamma distribution
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  • Past exam of the mathematics course of the University of Cambridge / 2025 / ii / Paper 4 / 28L / c / Solution

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