Evaluation of Beta Generation Algorithms

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題名:	Evaluation of Beta Generation Algorithms
作者:	Hung,YC;Balakrishnan,N;Lin,YT
貢獻者:	統計研究所
關鍵詞:	VARIATE GENERATION;RANDOM-VARIABLES;RANDOM NUMBERS;REJECTION;DISTRIBUTIONS;GAMMA
日期:	2009
上傳時間:	2010-06-29 19:33:21 (UTC+8)
出版者:	中央大學
摘要:	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.
關聯:	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
顯示於類別:	[統計研究所] 期刊論文

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