Evaluation of Beta Generation Algorithms

DOI10.1080/03610910802645347zbMath1166.65301OpenAlexW2010446250MaRDI QIDQ3625348

Ying-Chao Hung, Yi-Te Lin, Narayanaswamy Balakrishnan

Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802645347

zbMATH Keywords

shape parametersrandom numbersgoodness of fitset-up timegeneration timebeta variates

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

Related Items (3)

Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 ⋮ Evaluation of algorithms for generating Dirichlet random vectors ⋮ On the effect of inducted negative correlation rate for beta acceptance–rejection algorithms

Cites Work

• Unnamed Item
• 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
• Generating beta variates via patchwork rejection
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Computer generation of dirichlet random vectors
• A note on stochastic search methods for global optimization
• A family of switching algorithms for the computer generation of beta random variables
• Beta Variate Generation via Exponential Majorizing Functions
• Generating beta variates with nonintegral shape parameters

This page was built for publication: Evaluation of Beta Generation Algorithms