Rejection Methods for Beta Variate Generation.

摘要

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.