Stratified rejection and squeeze method for generating beta random numbers

DOI10.1007/BF02480984MaRDI QIDQ594529zbMATH OpenFDO

Authors 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)

Cites work

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

Cited in

(4)

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

Describes a project that uses

Uses Software

• AS 134

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