Rejection Methods for Beta Variate Generation.

Abstract

The computer generation of pseudo-random variates from the beta distribution is discussed. Presented are three exact methods applicable for parameter values p > 1 and q > 1. All three methods use rejection from regions defined by the location of the points of inflexion. The methods differ in the amounts of set-up required, with higher set-up times generally resulting in lower marginal generation times. Generation times are compared to three methods in current use. Over a wide range of parameter values marginal generation times are reduced about 50%. Substantial set-up time savings and moderate marginal time savings are obtained.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1977
Accession Number
ADA044566

Entities

People

  • Bruce Schmeiser
  • Mohamed A. Shalaby

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Cyber
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Computations
  • Computers
  • Data Science
  • Information Science
  • Operating Systems
  • Operations Research
  • Order Statistics
  • Probability
  • Probability Distributions
  • Random Variables
  • Rejection
  • Sampling
  • Simulations
  • Statistical Distributions
  • Statistics

Readers

  • Mathematics or Statistics
  • Regression Analysis.
  • Systems Analysis and Design