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A Rejection Technique for the Generation of Random Variables with the Beta Distribution

  • M. T. Boswell
  • R. J. DeAngelis
Conference paper
Part of the NATO Advanced Study Institutes Series book series (ASIC, volume 79)

Summary

A new rejection technique is presented for generating beta variates when both parameters are less than one. The method is more efficient and faster than previously published methods when the sum of the parameters is greater than one.

Key Words

beta distribution computer generation generation of random variables rejection technique 

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References

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Copyright information

© D. Reidel Publishing Company 1981

Authors and Affiliations

  • M. T. Boswell
    • 1
  • R. J. DeAngelis
    • 1
  1. 1.Statistics Department and Northeast Watershed Research CenterThe Pennsylvania State UniversityUniversity ParkUSA

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