Title

Evaluation of Monte Carlo Generation of Continuous Asymmetric Distributions.

Publication/Presentation Date

3-1-1990

Abstract

Reliable methods for generating pseudo-random numbers from specific distributions are increasingly important in all branches of applied mathematics. In Monte Carlo studies, generating random variables from specific continuous probability distributions, whether symmetric or asymmetric is a fundamental consideration. A composite uniform U(0,1) generator algorithm is described and statistically tested. Algorithms for transforming the U(0,1) to a set of selected continuous probability distributions are also validated.

Volume

31

Issue

3-4

First Page

201

Last Page

205

ISSN

0169-2607

Disciplines

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

PubMedID

2364685

Department(s)

Department of Community Health and Health Studies

Document Type

Article