168
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Evaluation of Beta Generation Algorithms

, &
Pages 750-770 | Received 12 Jul 2008, Accepted 21 Nov 2008, Published online: 05 Feb 2009

References

  • Ahrens , J. H. , Dieter , U. ( 1974 ). Computer methods for sampling from gamma, beta, Poisson and binomial distributions . Computing (Vienna) 12 : 223 – 246 .
  • Arnold , B. C. , Balakrishnan , N. , Nagaraja , H. N. ( 1992 ). A First Course in Order Statistics . New York : John Wiley & Sons .
  • Atkinson , A. C. ( 1979 ). A family of switching algorithms for the computer generation of beta random variables . Biometrika 66 : 141 – 145 .
  • Atkinson , A. C. , Pearce , M. C. ( 1976 ). The computer generation of beta, gamma and normal random variables . Journal of the Royal Statistical Society , Series A , 139 : 297 – 312 .
  • Atkinson , A. C. , Whittaker , J. (1976). A switching algorithm for the generation of beta random variables with at lease one parameter less than 1. Journal of the Royal Statistical Society , Series A, 139:462–467.
  • Cheng , R. C. H. ( 1978 ). Generating beta variates with nonintegral shape parameters . Communications of the Association for Computing Machinery 21 : 317 – 322 .
  • Devroye , L. ( 1986 ). Non-Uniform Random Variate Generation . New York : Springer-Verlag .
  • Forsythe , G. E. ( 1972 ). von Neumann's comparison method for random sampling from the normal and other distributions . Mathematics of Computation 26 : 817 – 826 .
  • Gupta , A. K. , Nadarajah , S. ( 2004 ). Handbook of Beta Distribution and Its Applications . New York : Marcel Dekker .
  • Jöhnk , M. D. ( 1964 ). Erzeugung von betaverteilten und gammaverteilten zuffallszahlen . Metrika 8 : 5 – 15 .
  • Johnson , N. L. , Kotz , S. ( 1990 ). Use of moments in deriving distributions and some characterizations . Mathematical Scientist 15 : 42 – 52 .
  • Johnson , N. L. , Kotz , S. , Balakrishnan , N. ( 1995 ). Continuous Univariate Distributions . Vol. 2 , , 2nd ed. New York : John Wiley & Sons .
  • Kennedy , D. P. ( 1988 ). A note on stochastic search methods for global optimization . Advances in Applied Probability 20 : 476 – 478 .
  • Morgan , M. G. , Henrion , M. ( 1990 ). Uncertainty: A Guide to Dealing with Uncertainty in Quantitative Risk and Policy Analysis . Cambridge : Cambridge University Press .
  • Narayanan , A. ( 1990 ). Computer generation of Dirichlet random vectors . Journal of Statistical Computation and Simulation 36 : 19 – 30 .
  • Sakasegawa , H. ( 1983 ). Stratified rejection and squeeze method for generating beta random numbers . Annals of the Institute of Statistical Mathematics Part B , 35 : 291 – 302 .
  • Schmeiser , B. W. , Babu , A. J. G. ( 1980 ). Beta variate generation via exponential majorizing functions . Operations Research 28 : 917 – 926 .
  • Schmeiser , B. W. , Babu , A. J. G. ( 1983 ). Errata . Operations Research 31 : 802 .
  • Schmeiser , B. W. , Shalaby , M. A. ( 1980 ). Acceptance/rejection methods for beta variate generation . Journal of the American Statistical Association 75 : 673 – 678 .
  • Zechner , H. , Stadlober , E. ( 1993 ). Generating beta variates via patchwork rejection . Computing 50 : 1 – 18 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.