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    题名: R軟體套件";rBeta2009";之評估及應用
    Evaluation and Applications of the Package ";rBeta2009"
    作者: 劉世璿
    Liu, Shih Hsuan
    贡献者: 洪英超
    Hung, Ying Chao
    劉世璿
    Liu, Shih Hsuan
    关键词: 狄氏分配
    貝他分配
    有效性
    精確性
    隨機性
    beta variates
    Dirichlet random vectors
    efficiency
    accuracy
    randomness
    日期: 2011
    上传时间: 2012-10-30 10:41:01 (UTC+8)
    摘要: 本論文主要是介紹並評估一個R的軟體套件叫做"rBeta2009"。此套件是由Cheng et al. (2012) [8] 所設計，其目的是用來產生貝他分配(Beta Distribution)及狄氏分配(Dirichlet Distribution)的亂數。本論文特別針對此套件之(i)有效性(effiniency)、(ii)精確性(accuracy)及(iii)隨機性(randomness)進行評估，並與現有的R套件作比較。此外，本論文也介紹如何應用此套件來產生(i)反貝他分配(Inverted Beta Distribution)、(ii)反狄氏分配(Inverted Dirichlet Distribution)、(iii)Liouville分配及(iv)凸面區域上的均勻分配之亂數。
    A package in R called "rBeta2009", originally designed by Cheng et al. (2012) [6], was introduced and evaluated in this thesis. The purpose of the package is generating beta random numbers and Dirichlet random vectors. In this paper, we not only evaluated (i) the efficiency, (ii) the accuracy and (iii) the randomness, but also compare it with other R packages currently in use. In addition, it was also scrutinized in this thesis how to generate (i) inverted beta random numbers, (ii) inverted Dirichlet random vectors, (iii) Liouville random vectors, and (iv) uniform random vectors over convex polyhedron by using the same package.
    參考文獻: [1] A.C. Atkinson and Whittaker (1976). A Switching Algorithm for the Generation of Beta Random Variables With at Least One Parameter Less Than One. Proceedings of the Royal Society of London, Series A, 139, pp. 462-467.
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    [26] A.J. McNeila and J. Nešlehová (2010).From Archimedean to Liouville copulas. Journal of Multivariate Analysis, 101, 8, pp. 1772-1790.
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    描述: 碩士
    國立政治大學
    統計研究所
    99354027
    100
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0099354027
    数据类型: thesis
    显示于类别:[統計學系] 學位論文

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