Monte Carlo Generation of SB and SU Distributions.
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.
Published In/Presented At
Reed, J. 3., & Stark, D. B. (1995). Monte Carlo generation of SB and SU distributions. Computer Methods And Programs In Biomedicine, 47(2), 157-165.
Community Health and Preventive Medicine | Health Services Research | Medicine and Health Sciences
Department of Community Health and Health Studies