Evaluation of Beta Generation Algorithms

DOI10.1080/03610910802645347MaRDI QIDQ3625348zbMATH OpenOpenAlexFDO

Authors Ying-Chao Hung, Yi-Te Lin, Narayanaswamy Balakrishnan

Publication date 12 May 2009

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

Full work available at URL https://doi.org/10.1080/03610910802645347

zbMATH Keywords

beta variatesgeneration timegoodness of fitrandom numbersset-up timeshape parameters

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10) Analysis of algorithms and problem complexity (68Q25)

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Cites work

• A family of switching algorithms for the computer generation of beta random variables
• A note on stochastic search methods for global optimization
• Beta Variate Generation via Exponential Majorizing Functions
• Computer generation of dirichlet random vectors
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Generating beta variates via patchwork rejection
• Generating beta variates with nonintegral shape parameters
• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• scientific article; zbMATH DE number 2119080 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Stratified rejection and squeeze method for generating beta random numbers

Cited in

(10)

• Synthesis of the \(\beta\)-distribution as an aid to stochastic global optimization
• The Beta-algorithm
• Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009
• Estimators of the parameters of beta distribution
• Evaluation of algorithms for generating Dirichlet random vectors
• Numerical Evaluation of Integrals Involving the β-PDF
• Beta Variate Generation via Exponential Majorizing Functions
• Rejection methods for modelling of beta-distribution
• On the effect of inducted negative correlation rate for beta acceptance-rejection algorithms
• A new algorithm to generate beta processes

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