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Author Ramberg, John S. ♦ Schmeiser, Bruce W.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Random numbers ♦ Simulation ♦ Monte carlo ♦ Approximations ♦ Distribution ♦ Probability ♦ Moments ♦ Random variables ♦ Statistics
Abstract A method for generating values of continuous symmetric random variables that is relatively fast, requires essentially no computer memory, and is easy to use is developed. The method, which uses a uniform zero-one random number source, is based on the inverse function of the lambda distribution of Tukey. Since it approximates many of the continuous theoretical distributions and empirical distributions frequently used in simulations, the method should be useful to simulation practitioners.
Description Affiliation: Univ. of Iowa, Iowa City (Ramberg, John S.) || Electronic Data Systems, Dallas, TX (Schmeiser, Bruce W.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 15
Issue Number 11
Page Count 4
Starting Page 987
Ending Page 990


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Source: ACM Digital Library