Title of article
Fast Generation of Deviates for Order Statistics by an Exact Method
Author/Authors
Mahlooji، Hashem نويسنده , , Mehrizi، Hossein Abouee نويسنده The University of Toronto Mehrizi, Hossein Abouee , Farzan، Azin نويسنده University of Washington Farzan, Azin
Issue Information
فصلنامه با شماره پیاپی سال 2009
Pages
9
From page
288
To page
296
Abstract
We propose an exact method for generating random deviates from continuous order statistics.
This versatile method that generates Beta deviates as a middle step can be applied to any
density function without resorting to numerical inversion. We also conduct an exhaustive
investigation to document the merits of our method in generating deviates from any Beta
distribution.
Journal title
Journal of Industrial and Systems Engineering (JISE)
Serial Year
2009
Journal title
Journal of Industrial and Systems Engineering (JISE)
Record number
1087520
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