貝他演算法的表現評估; Performance Evaluation for Beta Algorithms

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/7707

Title:	貝他演算法的表現評估;Performance Evaluation for Beta Algorithms
Authors:	林宜德;Yi-Te Lin
Contributors:	統計研究所
Keywords:	適合度;電腦生成;計算時間;形狀參數;演算法;隨機變數;beta 變量;beta variates;random numbers;computer generation;goodness-of-fit;computer time;shape parameters;algorithm
Date:	2008-06-06
Issue Date:	2009-09-22 11:02:43 (UTC+8)
Publisher:	國立中央大學圖書館
Abstract:	在本篇論文中，我們將探討 Kennedy 在 1988 年所提出的一隨機搜尋過程，可用來生成近似的 beta 變量。我們的目標是確認最佳的參數設定，使得 Kennedy 的演算法可以達到最快的生成速度。為了評估所提演算法之效能，我們也探討一些文獻中常用的 beta 演算法，並以下列準則來作比較：(i) 形狀參數的適用區域；(ii) 計算時間；(iii) 適合度；以及 (iv) 演算法所需的隨機變數。最後透過這些比較，我們提供兩個方針來選擇最適合的生成 beta 變量之方法。 In this paper, we 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 also review some well-known beta algorithms and evaluate their performance in terms of the following criteria: (i) validity of choice of shape parameters, (ii) computer time, (iii) goodness-of-fit, and (iv) amount of random number generation required. Based on the empirical study, we present two guidelines for choosing the best suited beta algorithm.
Appears in Collections:	[Graduate Institute of Statistics] Electronic Thesis & Dissertation

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