From: Jeremy Bruestle (jeremy.bruestle_at_[hidden])
Date: 2007-12-10 23:19:26
Hello, I have implemented support for the beta distribution for
boost::random. I was wondering who I should send it to for examination and
possible acceptance into boost? The method is based on the paper
"Generating Beta Variates with Nonintegral Shape Parameters" (
http://portal.acm.org/citation.cfm?id=359460.359482) by R. C. H. Cheng,
which was the best performing fully general purpose method I could find. It
uses a reject method whose success rate varies based on the parameters, but
whose worst case expected number of samples is 4. If anyone knows of a
better method please let me know.
-Jeremy Bruestle