| dc.contributor | 統計系 | en_US |
| dc.creator (作者) | Hung,Ying-Chao;Narayanaswamy Balakrishnanb;Lina,Yi-Te | en_US |
| dc.date (日期) | 2009-04 | en_US |
| dc.date.accessioned | 23-Dec-2014 15:09:20 (UTC+8) | - |
| dc.date.available | 23-Dec-2014 15:09:20 (UTC+8) | - |
| dc.date.issued (上傳時間) | 23-Dec-2014 15:09:20 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/72220 | - |
| dc.description.abstract (摘要) | 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. | en_US |
| dc.format.extent | 243483 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Communications in Statistics - Simulation and Computation,38(4),750-770 | en_US |
| dc.title (題名) | Evaluation of Beta Generation Algorithms | en_US |
| dc.type (資料類型) | article | en |
