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:
“And catch the gleaming of a random light,
That tells me that the ship I seek is passing, passing.”
—Paul Laurence Dunbar (18721906)
Related Subjects
Related Phrases
Related Words