title: Monte Carlo generation of SB and SU distributions.
abstract: 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.
authors.affiliation: Research Department, Lehigh Valley Hospital, Cedar Crest, Allentown, PA 18105-1556, USA.
authors.forename: J F
authors.initials: JF
authors.lastname: Reed
authors.forename: D B
authors.initials: DB
authors.lastname: Stark
mesh_terms: D016009:Chi-Square Distribution; D008432:Mathematical Computing; D008838:Microcomputers; D015233:Models, Statistical; D009010:Monte Carlo Method; D011897:Random Allocation