Generating Random Variables with beta Distribution

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Mehrnaz Alibeikloo
Mehrnaz Alibeikloo am 26 Mär. 2019
Kommentiert: Walter Roberson am 27 Mär. 2019
I need to generate n random varibales with Beta Distribution with specified mean, variance, meninmum and maximum limit. I would be thankful if you can help me.

Antworten (1)

Walter Roberson
Walter Roberson am 26 Mär. 2019
  3 Kommentare
Torsten
Torsten am 27 Mär. 2019
Bearbeitet: Torsten am 27 Mär. 2019
You write you want to generate random numbers with specified mean and variance.
Mean and variance are functions of alpha and beta:
So solve these relations E[X]=f(alpha,beta), Var[X]=g(alpha,beta) for alpha and beta.
Walter Roberson
Walter Roberson am 27 Mär. 2019
The difficulty with the above is that Wikipedia only deals with the case of x ~ [0, 1] or x ~ (0,1) rather than a more generalized range.

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