On the effect of inducted negative correlation rate for beta acceptance–rejection algorithms

DOI10.1080/03610918.2015.1039128zbMath1489.65012OpenAlexW2265675035MaRDI QIDQ5267906

Behrang Bootaki, Hamidreza Moheghi, Seyed Taghi Akhavan Niaki, Davood Bakhshesh

Publication date: 13 June 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2015.1039128

zbMATH Keywords

beta distributionantithetic variatesacceptance-rejection methodnegative correlation induction

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

• Noninverse correlation induction: Guidelines for algorithm development
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
• Evaluation of Beta Generation Algorithms
• A perspective on variance reduction in dynamic simulation experiments
• Generating beta variates with nonintegral shape parameters
• A rejection technique for sampling from T -concave distributions
• Adaptive Rejection Sampling for Gibbs Sampling
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