Random Numbers Beta

[Bohlin L]

I need to draw some random numbers and for some of them I want them to be drawn from the Beta distribution. In McCarl i found how to draw random variables from other distributions such as the binomial, the uniform and the normal. But I did not find any command for drawing random numbers from the Beta distributions.

[Fred]

Hi,

GAMS comes with a stochastic library that allows you draw random numbers from the beta distribution: https://www.gams.com/latest/docs/UG_Ext ... ticLibrary

I hope this helps!

Fred