政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/53418
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 112721/143689 (78%)
Visitors : 49552711      Online Users : 996
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
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://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
    行政院國家科學委員會
    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
    研究經費:331仟元
    Data Type: report
    Appears in Collections:[Department of Statistics] NSC Projects

    Files in This Item:

    File SizeFormat
    97211M001.pdf570KbAdobe PDF2739View/Open


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


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback