On the effect of inducted negative correlation rate for beta acceptance-rejection algorithms

DOI10.1080/03610918.2015.1039128MaRDI QIDQ5267906zbMATH OpenOpenAlexFDO

Authors Hamidreza Moheghi, Seyed Taghi Akhavan Niaki, Behrang Bootaki, Davood Bakhshesh

Publication date 13 June 2017

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

Full work available at URL https://doi.org/10.1080/03610918.2015.1039128

zbMATH Keywords

beta distributionantithetic variatesacceptance-rejection methodnegative correlation induction

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 3815002 (Why is no real title available?)
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• scientific article; zbMATH DE number 1220657 (Why is no real title available?)
• A perspective on variance reduction in dynamic simulation experiments
• A rejection technique for sampling from T -concave distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• Evaluation of Beta Generation Algorithms
• 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:
• Generating beta variates with nonintegral shape parameters
• Noninverse correlation induction: Guidelines for algorithm development

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