Hi !
I am new to this group, so I hope you haven't been bothered too often
with such questions. I looked in the group but didn't really find
anything.
I want to compute the inverse of the beta distribution in VB. I know
that there is no closed form for it. I tried to translate the AS109
Algo. from StatLib but don't know how to get the log of the complete
beta distribution that is needed for it. perhaps someone can help me
out here.
Are there any other ways to get variates from beta distribution for
ONE specific x~U(0,1)? I need them for Latin Hypercube sampling and as
far as I understood I need the inverse of any distribution I am
sampling in order to use LHS.
I am also looking for inverse methods for the gamma, possion, binomial
distributions or any approximation to them
A lot of questions...hope someone can help.
Bye
Michael Bals
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