Acceptance/Rejection Methods for Beta Variate Generation

DOI10.2307/2287667MaRDI QIDQ3903935zbMATH OpenOpenAlexFDO

Authors Mohamed Ahmed Shalaby, Bruce W. Schmeiser

Publication date 1980

Full work available at URL https://doi.org/10.2307/2287667

zbMATH Keywords

acceptance/rejection methodsbeta distributiondistribution samplinggamma variatesgeneration of pseudorandom variates

Mathematics Subject Classification ID

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

Cited in

(2)

• On the approximation of multiple integrals using multivariate ranked simulated sampling
• More efficient monte carlo methods obtained by using ranked set simulated samples

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