On Simulating Non-Normal Distributions
Copyright policy )On Simulating Non-Normal Distributions
Six different algorithms to generate widely different non-normal distributions are reviewed. These algorithms are compared in terms of speed, simplicity and generality of the technique. The advantages and disadvantages of using these algorithms are briefly discussed.
- University of Pittsburgh United States
non-normal distributions, computer methods, Exact distribution theory in statistics, Probability distributions: general theory, Probabilistic methods, stochastic differential equations, algorithms, simulation, Probabilistic models, generic numerical methods in probability and statistics
non-normal distributions, computer methods, Exact distribution theory in statistics, Probability distributions: general theory, Probabilistic methods, stochastic differential equations, algorithms, simulation, Probabilistic models, generic numerical methods in probability and statistics
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