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https://nccur.lib.nccu.edu.tw/handle/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: | [統計學系] 學位論文
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