Geodesic
The use of order statistic numerical simulation algorithms
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 12, pp. 2237-2246

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A modification of the standard algorithm for the simulation of order statistics for a uniform distribution is proposed that uses confidence intervals. It is found that one of the applications of the algorithms for the simulation of order statistics (namely, simulation of the beta distribution with integer parameters) gives more efficient methods for the simulation of order statistics than the algorithm based on confidence intervals. It is shown that the resulting algorithm can be used for the efficient simulation of random variables with polynomial density and of beta distributed random variables with large noninteger parameters. 
@article{ZVMMF_2008_48_12_a14,
     author = {A. V. Voitishek and A. P. Myasnikov and L. E. Saneev},
     title = {The use of order statistic numerical simulation algorithms},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {2237--2246},
     publisher = {mathdoc},
     volume = {48},
     number = {12},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_12_a14/}
}
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A. V. Voitishek; A. P. Myasnikov; L. E. Saneev. The use of order statistic numerical simulation algorithms. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 48 (2008) no. 12, pp. 2237-2246. http://geodesic.mathdoc.fr/item/ZVMMF_2008_48_12_a14/