English  |  正體中文  |  简体中文  |  Items with full text/Total items : 69561/69561 (100%)
Visitors : 23222759      Online Users : 281
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version


    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/27775


    Title: Evaluation of Beta Generation Algorithms
    Authors: Hung,YC;Balakrishnan,N;Lin,YT
    Contributors: 統計研究所
    Keywords: VARIATE GENERATION;RANDOM-VARIABLES;RANDOM NUMBERS;REJECTION;DISTRIBUTIONS;GAMMA
    Date: 2009
    Issue Date: 2010-06-29 19:33:21 (UTC+8)
    Publisher: 中央大學
    Abstract: In this article, we provide an overview of well-known beta algorithms. We first study a stochastic search procedure proposed by Kennedy (1988) that asymptotically generates a beta variate. The goal is to identify the optimal parameter setting so that Kennedy's algorithm can achieve the fastest speed of generation. For comparative purposes, we next evaluate the performance of some selected beta algorithms in terms of the following criteria: (i) validity of choice of shape parameters; (ii) computer generation time; (iii) initial set-up time; (iv) goodness of fit; and (v) amount of random number generation required. Based on the empirical study, we present three useful guidelines for choosing the best suited beta algorithm.
    Relation: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
    Appears in Collections:[統計研究所] 期刊論文

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML414View/Open


    All items in NCUIR are protected by copyright, with all rights reserved.

    社群 sharing

    ::: Copyright National Central University. | 國立中央大學圖書館版權所有 | 收藏本站 | 設為首頁 | 最佳瀏覽畫面: 1024*768 | 建站日期:8-24-2009 :::
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback  - 隱私權政策聲明