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Biometrika 1979 66(1):141-145; doi:10.1093/biomet/66.1.141
© 1979 by Biometrika Trust
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A family of switching algorithms for the computer generation of beta random variables

A. C. ATKINSON

Department of Mathematics, Imperial College London

An easily programmed algorithm is described for generating samples from the beta distribution for any allowable values of the parameters. The performance of the method is comparable with that of the best known algorithms for the different cases. As a result it is no longer necessary to have special algorithms depending upon whether neither, one or both of the parameters are less than one.

Key Words: Beta random variable • Pseudorandom variable • Simulation • Switching algorithm


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