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Please use this identifier to cite or link to this item:
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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