Monte Carlo generation of SB and SU distributions

J F Reed 3rd; D B Stark

doi:10.1016/0169-2607(95)01642-7

Monte Carlo generation of SB and SU distributions

Comput Methods Programs Biomed. 1995 Jul;47(2):157-65. doi: 10.1016/0169-2607(95)01642-7.

Authors

J F Reed 3rd¹, D B Stark

Affiliation

¹ Research Department, Lehigh Valley Hospital, Cedar Crest, Allentown, PA 18105-1556, USA.

PMID: 7587162
DOI: 10.1016/0169-2607(95)01642-7

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.

MeSH terms

Chi-Square Distribution
Mathematical Computing*
Microcomputers
Models, Statistical
Monte Carlo Method*
Random Allocation