Title

Monte Carlo Generation of SB and SU Distributions.

Publication/Presentation Date

7-1-1995

Abstract

Generating random variables from specific bounded or unbounded distributions is a problem frequently encountered in Monte Carlo studies. Of particular interest is that of transforming variables from a standard normal distribution to a given Johnson's SB or SU distribution with specified (gamma, delta) parameters. We use a composite standard normal generator N (0.1) to generate Johnson's SB or SU distributions with (gamma, delta) parameters. Goodness-of-fit tests and graphical illustrations demonstrate the adequacy of the empirical distributions.

Volume

47

Issue

2

First Page

157

Last Page

165

ISSN

0169-2607

Disciplines

Community Health and Preventive Medicine | Health Services Research | Medicine and Health Sciences

PubMedID

7587162

Department(s)

Department of Community Health and Health Studies

Document Type

Article