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题名:	產生貝他分配的演算法研究 A Study on an Algorithm for Generating Beta Distribution
作者:	洪英超 Hung, Ying Chau
贡献者:	江振東 Jiang, Jen Dung 洪英超 Hung, Ying Chau
关键词:	貝他分配 Beta Distribution
日期:	1994
上传时间:	2016-04-29 09:21:07 (UTC+8)
摘要:	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).
描述:	碩士國立政治大學統計學系 82354014
資料來源:	http://thesis.lib.nccu.edu.tw/record/#B2002003389
数据类型:	thesis
显示于类别:	[統計學系] 學位論文

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