Title

Evaluation of Monte Carlo Generation of Long-Tailed Symmetric and Contaminated Symmetric Distributions.

Publication/Presentation Date

3-1-1990

Abstract

Generating random variables from a specific distribution, whether symmetric or asymmetric, is a concern of investigators involved in Monte Carlo studies. Of particular interest to those concerned with robustness is the generation of contaminated symmetric distributions such as those used in the Princeton Robustness Study. A reliable composite uniform U(0,1) generator is described and algorithms for transforming U(0,1) to symmetric long-tailed and contaminated symmetric distributions are given. Goodness-of-fit tests and graphical illustrations demonstrate the adequacy of the empirical distributions.

Volume

31

Issue

3-4

First Page

195

Last Page

200

ISSN

0169-2607

Disciplines

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

PubMedID

2364684

Department(s)

Department of Community Health and Health Studies

Document Type

Article