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
Published In/Presented At
Reed, J. 3., & Stark, D. B. (1990). Evaluation of Monte Carlo generation of continuous asymmetric distributions. Computer Methods And Programs In Biomedicine, 31(3-4), 201-205.
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