A Study on an Algorithm for Generating Beta Distribution
碩士 === 國立政治大學 === 統計學研究所 === 83 === There are many methods for generating a beta distribution. In this study, we focus on the method proposed by Kennedy(1988). Based upon the known asymptotic result, we study the small- sample behaviors amo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1995
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83199167981783013003 |
| Summary: | 碩士 === 國立政治大學 === 統計學研究所 === 83 === There are many methods for generating a beta distribution. In
this study, we focus on the method proposed by Kennedy(1988).
Based upon the known asymptotic result, we study the small-
sample behaviors among those combinations of k, p, q, r that
have the same beta distribution with parameters k(p+r), k(q+r)
through simulations. We conclude that smaller k's basically
have better performances.
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