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Simple methods for computer generation of bivariate beta random variables

Authors :
S. Loukas
Source :
Journal of Statistical Computation and Simulation. 20:145-152
Publication Year :
1984
Publisher :
Informa UK Limited, 1984.

Abstract

Various simple and exact methods for computer generation of bivariate Beta random variables are considered. Comparative timings over a range of values of the distribution parameters are given and some recommendations are made.

Details

ISSN :
15635163 and 00949655
Volume :
20
Database :
OpenAIRE
Journal :
Journal of Statistical Computation and Simulation
Accession number :
edsair.doi...........a25f17d741287c8bdfe5df8612b2529f
Full Text :
https://doi.org/10.1080/00949658408810763