Simple methods for computer generation of bivariate beta random variables

DOI10.1080/00949658408810763MaRDI QIDQ3683407zbMATH OpenOpenAlexFDO

Authors Sotirios Loukas

Publication date 1984

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658408810763

zbMATH Keywords

bivariate beta random variablesgamma pseudorandom numbersrejection technique

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Reviews

Cited in

(12)

• Generating beta variates via patchwork rejection
• Evaluation of algorithms for generating Dirichlet random vectors
• A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables
• scientific article; zbMATH DE number 3883485 (Why is no real title available?)
• Computer generation of dirichlet random vectors
• scientific article; zbMATH DE number 4157747 (Why is no real title available?)
• Evaluation of Beta Generation Algorithms
• Canonical expansions, correlation structure, and conditional distributions of bivariate distributions generated by mixtures
• The computer generation of bivariate binomial and negative binomial random variables
• Bivariate nonparametric random variate generation using a piecewise-linear cumulative distribution function
• Simulation of random variates with the Morgenstern distribution
• An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation

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