Evaluation of Beta Generation Algorithms

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	Size	Format
index.html		0Kb	HTML	495	View/Open

社群 sharing