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 > > Thanks > > Mark Pinkerton > Risk Management Solutions > Peninsular House > 30 Monument Street > London EC3R 8HB > UK > > www.RMS.com <http://www.rms.com/> > Tel: +44 20 7444 7783 > Fax: +44 20 7444 7601 > > > > This message and any attachments contain information that may be RMS Inc. > confidential and/or privileged. If you are not the intended recipient > (or authorized to receive for the intended recipient), and have received > this message in error, any use, disclosure or distribution is strictly > prohibited. If you have received this message in error, please notify > the sender immediately by replying to the e-mail and permanently deleting > the message from your computer and/or storage system. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.