Beta Distribution - Generating Beta-distributed Random Variates

Generating Beta-distributed Random Variates

If and are independent, with and then, so one algorithm for generating beta variates is to generate X/(X + Y), where X is a gamma variate with parameters and Y is an independent gamma variate with parameters .

Also, the kth order statistic of uniformly distributed variates is, so an alternative if and are small integers is to generate uniform variates and choose the -th largest.

Read more about this topic:  Beta Distribution

Famous quotes containing the word random:

    There is a potential 4-6 percentage point net gain for the President [George Bush] by replacing Dan Quayle on the ticket with someone of neutral stature.
    Mary Matalin, U.S. Republican political advisor, author, and James Carville b. 1946, U.S. Democratic political advisor, author. All’s Fair: Love, War, and Running for President, p. 205, Random House (1994)