rbeta: The Beta Random Number Generating Function

Description Usage Arguments Details Value Author(s) Source References See Also Examples

View source: R/rbeta.R

Description

Random generation for the beta distribution with parameters shape1 and shape2.

Usage

1
 rbeta(n, shape1, shape2)

Arguments

n

Number of beta random numbers to generate. If length(n) > 1, the length is taken to be the number required.

shape1, shape2

Positive shape parameters.

Details

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.

Value

rbeta generates beta random numbers.

Author(s)

Ching-Wei Cheng <[email protected]>,
Ying-Chao Hung <[email protected]>,
Narayanaswamy Balakrishnan <[email protected]>

Source

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.

References

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.

See Also

rbeta in package stats.

Examples

1
2
 library(rBeta2009)
 rbeta(10, 0.7, 1.5)

rBeta2009 documentation built on May 29, 2017, 7:01 p.m.

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