How do I generate a Gamma random variable (x) with 3 parameters:alpha, beta, Omega; where Omega=E[x^2] is the average fading power.

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richa priyadarshani
I need to generate correlated gamma-gamma RVs using Cholesky decomposition method. For that I need to generate two separate sets of independent gamma RVs with certain alpha-beta and Omega=1. How can I vary the value of Omega through gmrnd command. Pls help, its urgent!

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