Stratified rejection and squeeze method for generating beta random numbers

DOI10.1007/BF02480984zbMath0526.65003MaRDI QIDQ594529

Hirotaka Sakasegawa

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

beta random numbersstratified rejection and squeeze method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (4)

Generating beta random numbers and Dirichlet random vectors in R: the package rBeta2009 ⋮ Generating beta variates via patchwork rejection ⋮ Evaluation of algorithms for generating Dirichlet random vectors ⋮ Evaluation of Beta Generation Algorithms

Uses Software

• AS 134

Cites Work

• The squeeze method for generating gamma variates
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Erzeugung von betaverteilten und gammaverteilten Zufallszahlen
• A family of switching algorithms for the computer generation of beta random variables
• Beta Variate Generation via Exponential Majorizing Functions
• Algorithm AS 134: The Generation of Beta Random Variables with one Parameter Greater than and One Parameter Less than 1
• Generating beta variates with nonintegral shape parameters

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