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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/72220
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/72220


    Title: Evaluation of Beta Generation Algorithms
    Authors: Hung,Ying-Chao;Narayanaswamy Balakrishnanb;Lina,Yi-Te
    Contributors: 統計系
    Date: 2009-04
    Issue Date: 2014-12-23 15:09:20 (UTC+8)
    Abstract: In this article, 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: Communications in Statistics - Simulation and Computation,38(4),750-770
    Data Type: article
    Appears in Collections:[統計學系] 期刊論文

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