FAMILY OF SWITCHING ALGORITHMS FOR THE COMPUTER-GENERATION OF BETA-RANDOM VARIABLES

被引：11

作者：

ATKINSON, AC

机构：

[1] Department of Mathematics, Imperial College, London

来源：

BIOMETRIKA | 1979年 / 66卷 / 01期

关键词：

Beta random variable; Pseudorandom variable; Simulation; Switching algorithm;

D O I：

10.1093/biomet/66.1.141

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

SUMMARY: An easily programmed algorithm is described for generating samples from the beta distribution for any allowable values of the parameters. The performance of the method is comparable with that of the best known algorithms for the different cases. As a result it is no longer necessary to have special algorithms depending upon whether neither, one or both of the parameters are less than one. © 1979 Biometrika Trust.

引用

页码：141 / 145

页数：5

共 5 条

[1] COMPUTER METHODS FOR SAMPLING FROM GAMMA, BETA, POISSON AND BINOMIAL DISTRIBUTIONS [J].

AHRENS, JH ;

DIETER, U .

COMPUTING, 1974, 12 (03) :223-246

[2]

ATKINSON AB, UNPUBLISHED

[3] COMPUTER GENERATION OF BETA, GAMMA AND NORMAL RANDOM-VARIABLES [J].

ATKINSON, AC .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 :431-461

[4] SWITCHING ALGORITHM FOR GENERATION OF BETA RANDOM-VARIABLES WITH AT LEAST ONE PARAMETER LESS THAN 1 [J].

ATKINSON, AC ;

WHITTAKER, J .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, 1976, 139 :462-467

[5] CONVENIENT METHOD FOR GENERATING NORMAL VARIABLES [J].

MARSAGLIA, G ;

BRAY, TA .

SIAM REVIEW, 1964, 6 (03) :260-&

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