| 研究生: |
鄭經維 Ching-wei Cheng |
|---|---|
| 論文名稱: |
Evaluation of Algorithms for Generating Dirichlet Random Vectors Evaluation of Algorithms for Generating Dirichlet Random Vectors |
| 指導教授: |
洪英超
Ying-Chao Hung |
| 口試委員: | |
| 學位類別: |
碩士 Master |
| 系所名稱: |
理學院 - 統計研究所 Graduate Institute of Statistics |
| 畢業學年度: | 97 |
| 語文別: | 英文 |
| 論文頁數: | 38 |
| 中文關鍵詞: | 多維度適合度 、敏感度分析 、電腦生成時間 、Dirichlet 隨機向量 |
| 外文關鍵詞: | sensitivity analysis, multivariate goodness-of-fit, computer generation time, Dirichlet random vector |
| 相關次數: | 點閱:6 下載:0 |
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在這篇文章中,我們提供一些用以生成 Dirichlet 隨機向量的演算法,並根據以下標準來評估這些演算法的表現:(一)電腦生成時間;(二)敏感度;以及(三)適合度。另外,我們特別檢驗一個基於 beta 變量轉換的演算法,並提供三個方針以減少此演算法的生成時間。模擬的結果顯示,除了所有(或大部分)的形狀變數都相當接近零的情況之外,基於我們所提出的方針整合而成的演算法顯著地在電腦生成時間上勝過其他的演算法。
In this article, we describe various well-known Dirichlet generation algorithms and evaluate their performance in terms of the following criteria: (i) computer generation time, (ii) sensitivity, and (iii) goodness-of-fit. In addition, we examine in particular an algorithm based on transformation of beta variates and provide three useful guidelines so as to reduce its computer generation time. Simulation results show that the proposed algorithm outperforms significantly other approaches in terms of computer generation time, except in cases when all (or most) shape parameters are close to zero.
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