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.

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