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
Published In/Presented At
Stark, D. B., & Reed, J. 3. (1990). Evaluation of Monte Carlo generation of long-tailed symmetric and contaminated symmetric distributions. Computer Methods And Programs In Biomedicine, 31(3-4), 195-200.
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