Generating beta variates via patchwork rejection

DOI10.1007/BF02280036zbMath0776.65006OpenAlexW1537858853MaRDI QIDQ2366302

H. Zechner, Ernst Stadlober

Publication date: 29 June 1993

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02280036

zbMATH Keywords

numerical experimentsrandom number generationbeta distributionsampling methodpatchwork rejectionacceptance-rejection algorithmbeta variates

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (4)

Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 ⋮ Efficient sampling of random permutations ⋮ Evaluation of algorithms for generating Dirichlet random vectors ⋮ Evaluation of Beta Generation Algorithms

Uses Software

• C-RAND
• AS 134

Cites Work

• Unnamed Item
• Unnamed Item
• Stratified rejection and squeeze method for generating beta random numbers
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Generating gamma variates
• A family of switching algorithms for the computer generation of beta random variables
• Beta Variate Generation via Exponential Majorizing Functions
• Algorithm AS 134: The Generation of Beta Random Variables with one Parameter Greater than and One Parameter Less than 1
• Generating beta variates with nonintegral shape parameters

This page was built for publication: Generating beta variates via patchwork rejection