Improvement of procedure for generating beta random numbers

Yoma Ishii, Ryosuke Tomohiro, Ikuo Arizono, Yasuhiko Takemoto

Research output: Contribution to journalArticle

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.

Original languageEnglish
Pages (from-to)372-375
Number of pages4
JournalJournal of Japan Industrial Management Association
Volume66
Issue number4
Publication statusPublished - 2016

Fingerprint

Random number
Stochastic models
Beta distribution
Proposition
Stochastic Model
Approximation
Simulation

Keywords

  • Beta random numbers
  • Stuart's proposition
  • Wilson-Hilferty approximation

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering
  • Applied Mathematics
  • Management Science and Operations Research
  • Strategy and Management

Cite this

Improvement of procedure for generating beta random numbers. / Ishii, Yoma; Tomohiro, Ryosuke; Arizono, Ikuo; Takemoto, Yasuhiko.

In: Journal of Japan Industrial Management Association, Vol. 66, No. 4, 2016, p. 372-375.

Research output: Contribution to journalArticle

Ishii, Yoma ; Tomohiro, Ryosuke ; Arizono, Ikuo ; Takemoto, Yasuhiko. / Improvement of procedure for generating beta random numbers. In: Journal of Japan Industrial Management Association. 2016 ; Vol. 66, No. 4. pp. 372-375.
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