Beta Variate Generation via Exponential Majorizing Functions.

Abstract

Two acceptance/rejection algorithms for generating random variates from the beta distribution are developed. The algorithms use piece-wise linear and exponential majorizing functions coupled with a piece-wise linear minorizing function. The algorithms are exact to within the accuracy of the computer and are valid for all parameter values greater than one. Execution times are relatively insensitive to changes in parameter values and are faster than any previously published by roughly 50%. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1978
Accession Number
ADA072390

Entities

People

  • A. J. G. Babu
  • Bruce Schmeiser

Organizations

  • Southern Methodist University

Tags

Communities of Interest

  • Cyber

DTIC Thesaurus Topics

  • Abstracts
  • Accuracy
  • Algorithms
  • Computers
  • Demographic Cohorts
  • Engineering
  • Mathematics
  • Military Research
  • Operations Research
  • Rejection
  • Universities

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Quantum Chemistry
  • Regression Analysis.