Generating beta variates with nonintegral shape parameters
- 1 April 1978
- journal article
- Published by Association for Computing Machinery (ACM) in Communications of the ACM
- Vol. 21 (4), 317-322
- https://doi.org/10.1145/359460.359482
Abstract
A new rejection method is described for generating beta variates. The method is compared with previously published methods both theoretically and through computer timings. It is suggested that the method has advantages in both speed and programming simplicity over previous methods, especially for “difficult” combinations of parameter values.Keywords
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