We present an explicit deterministic transformation of a fixed number of i.i.d. uniform random variables with exact Beta$(a,1-a)$ law for $0<a<1$, using only elementary operations (an ``extended one-liner'', see \cite{devroye1996oneline}). As corollaries, the families Beta$(a,b)$ with $\min(a,b)<1$, Gamma$(c)$ with $c<1$, and Dirichlet$(α_1,\dots,α_d)$ with $0<α_i<1$, for fixed $d$, also have extended one-\liners.
翻译:我们提出一种显式确定性变换,通过仅使用基本运算(“扩展单行法”,参见\cite{devroye1996oneline}),将固定数量独立同分布均匀随机变量转化为精确遵循Beta$(a,1-a)$分布(其中$0<a<1$)的随机变量。作为推论,当$\min(a,b)<1$时的贝塔族$(a,b)$、当$c<1$时的伽马族$(c)$,以及固定维度$d$且$0<α_i<1$时的狄利克雷族$(α_1,\dots,α_d)$,均具备此类扩展单行法。