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New family of probability distributions with applications to Monte Carlo studies

Journal Article · · J. Am. Stat. Assoc.; (United States)
; ;
A new probability distribution is presented that offers considerable potential for providing stochastic inputs to Monte Carlo simulation studies. The distribution includes the exponential power family as a special case. An efficient computational strategy is proposed for random variate generation. An example for testing the hypothesis of unit variance illustrates the advantages of the proposed distribution.
Research Organization:
Los Alamos Scientific Lab., NM
OSTI ID:
6682950
Journal Information:
J. Am. Stat. Assoc.; (United States), Journal Name: J. Am. Stat. Assoc.; (United States) Vol. 75:370; ISSN JSTNA
Country of Publication:
United States
Language:
English

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Related Subjects

657006 -- Theoretical Physics-- Statistical Physics & Thermodynamics-- (-1987)
71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
99 GENERAL AND MISCELLANEOUS
990200* -- Mathematics & Computers
ALGORITHMS
COMPUTERIZED SIMULATION
DISTRIBUTION
FUNCTIONS
MATHEMATICAL LOGIC
MONTE CARLO METHOD
PROBABILITY
SIMULATION
USES