Description Usage Arguments Details Value Author(s) Source References See Also Examples
Random generation for the beta distribution with parameters shape1
and
shape2
.
1 | rbeta(n, shape1, shape2)
|
n |
Number of beta random numbers to generate. If |
shape1, shape2 |
Positive shape parameters. |
The beta distribution with parameters shape1
= a and shape2
= b
has density
Γ(a+b)/(Γ(a)Γ(b)) x^(a-1)(1-x)^(b-1)
for a > 0, b > 0 and 0 ≤ x ≤ 1.
The mean is a/(a+b) and the variance is ab/((a+b)^2 (a+b+1)).
rbeta
basically utilizes the following guideline primarily proposed by Hung
et al. (2009) for generating beta random numbers.
When max(shape1
, shape2
) < 1, the B00 algorithm
(Sakasegawa, 1983) is used;
When shape1
< 1 < shape2
or shape1
> 1 > shape2
,
the B01 algorithm (Sakasegawa, 1983) is used;
When min(shape1
, shape1
) > 1, the B4PE algorithm
(Schmeiser and Babu, 1980) is used if one papameter is close to 1 and the other is large
(say > 4); otherwise, the BPRS algorithm (Zechner and Stadlober, 1993) is used.
rbeta
generates beta random numbers.
Ching-Wei Cheng <aks43725@gmail.com>,
Ying-Chao Hung <hungy@nccu.edu.tw>,
Narayanaswamy Balakrishnan <bala@univmail.cis.mcmaster.ca>
rbeta
uses a C translation of
Y. C. Hung and N. Balakrishnan and Y. T. Lin (2009), Evaluation of beta generation algorithms, Communications in Statistics - Simulation and Computation, 38:750–770.
Y. C. Hung and N. Balakrishnan and Y. T. Lin (2009), Evaluation of beta generation algorithms, Communications in Statistics - Simulation and Computation, 38, 750–770.
H. Sakasegawa (1983), Stratified rejection and squeeze method for generating beta random numbers, Annals of the Institute Statistical Mathematics, 35, 291–302.
B.W. Schmeiser and A.J.G. Babu (1980), Beta variate generation via exponential majorizing functions, Operations Research, 28, 917–926.
H. Zechner and E. Stadlober (1993), Generating beta variates via patchwork rejection, Computing, 50, 1–18.
rbeta
in package stats.
1 2 |
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