id,summary,reporter,owner,description,type,status,milestone,component,version,severity,resolution,keywords,cc
3888,Generation of two-parameter Gamma variates,Marco Guazzone <marco.guazzone@…>,No-Maintainer,"Actually, the code used to generate random Gamma variates cannot be
used to generate variates for two-parameters Gamma distributions, that is for Gamma distributions with both shape and scale parameters
(e.g., see [http://en.wikipedia.org/wiki/Gamma_distribution] or
[http://www.itl.nist.gov/div898/handbook/eda/section3/eda366b.htm]).

In principle this should be possible by means of the ''scaling property'': '''Gamma(shape,scale) ~ scale*Gamma(shape,1)'''

This would simply translate into

{{{
boost::mt19937 rng;
boost::gamma_distribution<> gamma(shape); // 1-parameter Gamma distribution
boost::variate_generator< boost::mt19937&, boost::gamma_distribution<> > rvg(rng, gamma);
double r = scale*rvg();
}}}


However, when ''shape == 1'' the implementation uses the fact that
'''Gamma(1) ~ Exp(1)'''.
This is rigth when ''scale==1'' but not when ''scale != 1'' since the exact relation is
'''Gamma(1,scale) ~ Exp(1/scale)'''

",Bugs,closed,Boost 1.42.0,random,Boost 1.41.0,Problem,fixed,,