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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/87867
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/87867


    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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