Generating beta variates with nonintegral shape parameters

DOI10.1145/359460.359482MaRDI QIDQ4158387zbMATH OpenOpenAlexFDO

Authors Russell C. H. Cheng

Publication date 1978

Published in Communications of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/359460.359482

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(24)

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• A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables
• 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:
• A SIMPLE TEST FOR UNIFORMITY
• A novel Bayesian parameter mapping method for estimating the parameters of an underlying scientific model
• Evaluation of Beta Generation Algorithms
• Modeling and Generating Stochastic Inputs for Simulation Studies
• Who's being swindled?: a case for enlightened naivete
• Generating subsets of order statistics with applications to trimmed means and means of trimmings
• Obtaining separate measures for implicit and explicit memory
• Tests of Fit for the Geometric Distribution
• Robustness of some non‐uniform random variate generators
• Modified controlled random search algorithms
• On the effect of inducted negative correlation rate for beta acceptance-rejection algorithms
• Steady-state ranked Gibbs sampler
• Stratified rejection and squeeze method for generating beta random numbers
• Novel sampling method for the von Mises-Fisher distribution
• Inequalities and simulation methods for univariate log-concave densities

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