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Theory and Method

Acceptance/Rejection Methods for Beta Variate Generation

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Pages 673-678 | Received 01 Aug 1977, Published online: 12 Mar 2012

References

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  • Forsythe , G. E. 1972 . “Von Neumann's Comparison Method for Random Sampling From the Normal and Other Distributions,” . Mathematics of Computation , 26 : 817 – 826 .
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  • Jöhnk , M. D. 1964 . “Erzeugung von Betaverteilten und Gammaverteilten Zufallszahlen,” . Metrika , 8 : 5 – 15 .
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  • Tadikamalla , Pandu R. 1978 . “Computer Generation of Gamma Random Variables-II,” . Communications of the ACM , 21 : 925 – 927 .

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