Simple methods for computer generation of bivariate beta random variables

DOI10.1080/00949658408810763zbMath0567.65002OpenAlexW2163955334MaRDI QIDQ3683407

Sotirios Loukas

Publication date: 1984

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658408810763

zbMATH Keywords

rejection techniquebivariate beta random variablesgamma pseudorandom numbers

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (5)

Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures ⋮ Evaluation of algorithms for generating Dirichlet random vectors ⋮ An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation ⋮ Computer generation of dirichlet random vectors ⋮ Unnamed Item

Cites Work

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• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Reviews

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