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.
Reed
J F
JF
Research Department, Lehigh Valley Hospital, Cedar Crest, Allentown, PA 18105-1556, USA.
Stark
D B
DB
D016009:Chi-Square Distribution; D008432:Mathematical Computing; D008838:Microcomputers; D015233:Models, Statistical; D009010:Monte Carlo Method; D011897:Random Allocation