[R] Beta stochastic simulation

Duncan Murdoch murdoch at stats.uwo.ca
Thu Sep 14 20:31:28 CEST 2006

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
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