Computer generation of gamma random variates with non-integral shape parameters
Communications of the ACM
Binomial random variate generation
Communications of the ACM
Reservoir-sampling algorithms of time complexity O(n(1 + log(N/n)))
ACM Transactions on Mathematical Software (TOMS)
A rejection technique for sampling from T-concave distributions
ACM Transactions on Mathematical Software (TOMS)
A Numerical Comparison of Some Modified Controlled Random SearchAlgorithms
Journal of Global Optimization
The generation of order statistics in digital computer simulation: A survey
WSC '78 Proceedings of the 10th conference on Winter simulation - Volume 1
Application of the simulation with a spreadsheet to Queueing theory
MATH'05 Proceedings of the 8th WSEAS International Conference on Applied Mathematics
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Approximate Recall Confidence Intervals
ACM Transactions on Information Systems (TOIS)
Generating beta random numbers and Dirichlet random vectors in R: The package rBeta2009
Computational Statistics & Data Analysis
| Hi-index | 48.23 |
A new rejection method is described for generating beta variates. The method is compared with previously published methods both theoretically and through computer timings. It is suggested that the method has advantages in both speed and programming simplicity over previous methods, especially for “difficult” combinations of parameter values.