English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 92416/122720 (75%)
Visitors : 26256828      Online Users : 113
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/53418

    Title: 貝他分配演算法之評估
    Other Titles: Evaluation of Algorithms for Generating Beta Variates
    Authors: 洪英超
    Contributors: 國立政治大學統計學系
    Keywords: 統計;貝他分配演算法;評估
    Date: 2008
    Issue Date: 2012-08-30 09:59:43 (UTC+8)
    Abstract: 本計畫首先研究由Kennedy所提出一產生(近似)貝他分配的隨機搜尋方法。其目的是找出一組最佳參數設定使Kennedy的演算法在一給定的容忍範圍內有最快的平均收歛速度。透過以下的表現值: (i)可生成的貝他分配參數範圍; (ii) 生成時間; (iii) Kolmogorov-Smirnov統計量; 及 (iv) 平均所需亂數生成數; 我們接著評估一些常用的貝他分配生成演算法。根據評估的結果,我們將提供一如何選擇最適當貝他分配生成演算法的指導方針。
    In this project, 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: 學術補助
    研究期間:9708~ 9809
    Data Type: report
    Appears in Collections:[統計學系] 國科會研究計畫

    Files in This Item:

    File SizeFormat
    97211M001.pdf570KbAdobe PDF564View/Open

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback