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losses
2006 Sep 14
5
Beta stochastic simulation
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),