Beta Variate Generation via Exponential Majorizing Functions

Two acceptance/rejection algorithms for generating random variates from the beta distribution are developed. The algorithms use piece-wise linear and exponential majorizing functions coupled with a piece-wise linear minorizing function. The algorithms are exact to within the accuracy of the computer...

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Bibliographic Details

Published in:	Operations research Vol. 28; no. 4; pp. 917 - 926
Main Authors:	Schmeiser, Bruce W, Babu, A. J. G
Format:	Journal Article
Language:	English
Published:	Baltimore, Md INFORMS 01-07-1980 Operations Research Society of America Institute for Operations Research and the Management Sciences
Subjects:	Algorithms Beta Distribution Mathematical independent variables Mathematical models Operations research Random variables Simulation Statistics
Online Access:	Get full text
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