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政大典藏 > College of Commerce > Department of Statistics > Theses > Item 140.119/87867

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Title:	產生貝他分配的演算法研究 A Study on an Algorithm for Generating Beta Distribution
Authors:	洪英超 Hung, Ying Chau
Contributors:	江振東 Jiang, Jen Dung 洪英超 Hung, Ying Chau
Keywords:	貝他分配 Beta Distribution
Date:	1994
Issue Date:	2016-04-29 09:21:07 (UTC+8)
Abstract:	在眾多產生貝他分配的方法中，我們研究Kennedy的演算法。在本文中，我們探討在小樣本下，不同參數組合(k,p,q,r) 產生同一貝他分配的情形。　　There are mAny methods for generating a beta distribution. In this study, we focus on the method proposed by Kennedy (1988). Let [A<sub>1</sub>,B<sub>1</sub>]=[0,1] And [A<sub>n</sub>,B<sub>n</sub>] be rAndom subinterval of [0,1] defined recursively as follows. Take C , D to be the minimum And maximum of k i.i.d rAndom points uniformly distributed on [A<sub>n</sub>,B<sub>n</sub>]; And choose [A<sub>n+1</sub>,B<sub>n+1</sub>] to be [C<sub>n</sub>,B<sub>n</sub>], [A<sub>n</sub>,D<sub>n</sub>] or [C<sub>n</sub>,D<sub>n</sub>] with probabilities p, q, r respectively such that p+q+r=1. Kennedy showed that the limiting distribution of [A<sub>n</sub>,B<sub>n</sub>] has a beta distribution on [0,1] with parameters k(p+r) And k(q+r).
Description:	碩士國立政治大學統計學系 82354014
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002003389
Data Type:	thesis
Appears in Collections:	[Department of Statistics] Theses

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