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Beta stochastic simulation
2 messages · Mark Pinkerton, Duncan Murdoch
On 9/14/2006 1:42 PM, Mark Pinkerton wrote:
Hi, I am finding that I get quite different results when I interchange the following "equivalent" lines for sampling from a beta distribution in my r script. The rbeta line is correct judging by the summary statistics of the simulated values, while the qbeta line consistently leads to a higher mean simulated value. simulation <- rbeta(1, alpha, beta) simulation <- qbeta(runif(1), alpha, beta) Are there any implementation reasons for this?
You need to be more specific about the R version, the parameter values
you're using, and the size of the differences you're seeing. I just tried
> x <- rbeta(100000, 1, 6)
> y <- qbeta(runif(100000), 1, 6)
> summary(x); summary(y)
Min. 1st Qu. Median Mean 3rd Qu. Max.
4.076e-07 4.681e-02 1.085e-01 1.423e-01 2.055e-01 8.773e-01
Min. 1st Qu. Median Mean 3rd Qu. Max.
2.803e-06 4.583e-02 1.078e-01 1.419e-01 2.047e-01 8.861e-01
and I think those results look reasonable (and the qbeta method has a
smaller mean, this run).
Duncan Murdoch
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