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Five different methods for computer generation of Dirichlet (multivariate 2-parameter beta) random vectors are studied. The performance of these five methods are compared in terms of Central Processing Unit (CPU) time. For parameter values suspected to be less than 1.0, the modified acceptance-rejection method is preferable and for parameter values greater than 1.0, the beta method is recommended.
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Arunachalam Narayanan (1990) studied this question.
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