Improvement of Procedure for Generating Beta Random Numbers

DOI Web Site

Bibliographic Information

Other Title
  • ベータ乱数生成法の改善に関する考察
  • ベータ ランスウ セイセイホウ ノ カイゼン ニ カンスル コウサツ

Search this article

Abstract

Random numbers obeying beta distribution are utilized for simulation analyses of various stochastic models. However, the procedure for generating beta random numbers is limited depending on the values of the parameters. Therefore, in this paper, a unified procedure for generating beta random numbers independent of the values of the parameters is investigated using Wilson-Hilferty approximation and Stuart's proposition.

Journal

Keywords

Details 詳細情報について

Report a problem

Back to top