Beta Variate Generation via Exponential Majorizing Functions

DOI10.1287/OPRE.28.4.917zbMath0439.65002OpenAlexW1969041258MaRDI QIDQ3881776

A. J. G. Babu, Bruce W. Schmeiser

Publication date: 1980

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.28.4.917

zbMATH Keywords

beta distributionrandom variatesacceptance/rejection algorithmsexponential majorizing functionslinear minorizing function

Mathematics Subject Classification ID

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

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