Distribution fitting and random number and variate generation

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Distribution fitting and random number and variate generation

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Winter Simulation Conference archive
Proceedings of the 24th conference on Winter simulation table of contents

Arlington, Virginia, United States

Pages: 74 - 81

Year of Publication: 1992

ISBN:0-7803-0798-4

Author

Russell C. H. Cheng

Sponsors

ASA : American Statistical Association
NIST : National Institue of Standards & Technology
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
TIMS :
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 1, Downloads (12 Months): 28, Citation Count: 3

Additional Information:

references cited by index terms collaborative colleagues peer to peer

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Paul Bratley , Bennett L Fox , Linus E Schrage, A guide to simulation (2nd ed.), Springer-Verlag New York, Inc., New York, NY, 1986
	2	Cheng, R.C.H. 1977. The generation of gamma variables with non--integral shape parameter, Applied Statistics, 26, 71--75.
	3	Devroye, L. 1986. Non--Uniform Random Varia~e Generation. New York: Springer--Verlag.
	4	George S. Fishman, Sampling from the gamma distribution on a computer, Communications of the ACM, v.19 n.7, p.407-409, July 1976 [doi>10.1145/360248.360256]
	5	George S. Fishman, Principles of Discrete Event Simulation, John Wiley & Sons, Inc., New York, NY, 1978
	6	Kronmal, R.A. and Peterson, A.V. Jr. 1979. On the alias method for generating random variables from a discrete distribution, American Statistician, 33, 214--218.
	7	Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
	8	P. A. W. Lewis , E. J. Orav, Simulation methodology for statisticians, operations analysts, and engineers: vol. 1, Wadsworth Publ. Co., Belmont, CA, 1989
	9	Marsaglla, G. and Bray, T.A. 1964. A convenient method for generating normal variables. SIAM Review, 6, 260--264.
	10	Byron J.T. Morgan, Elements of simulation, Chapman & Hall, Ltd., London, UK, 1984
	11	Brian D. Ripley, Stochastic simulation, John Wiley & Sons, Inc., New York, NY, 1987
	12	B. D. Ripley, Thoughts on pseudorandom number generators, Journal of Computational and Applied Mathematics, v.31 n.1, p.153-163, July 1990 [doi>10.1016/0377-0427(90)90346-2]
	13	Stephens, M.A. 1986. EDF Statistics. Chapter 4 of Goodness--of--Fit Technique (Ed.R.B. d~Agogtlno and M.A. Stepheng): New York: Marcel Dekker.
	14	Alastair J. Walker, An Efficient Method for Generating Discrete Random Variables with General Distributions, ACM Transactions on Mathematical Software (TOMS), v.3 n.3, p.253-256, Sept. 1977 [doi>10.1145/355744.355749]

CITED BY 3

	Abhishek Gupta , Emanuel Parzen, Input modeling using quantile statistical methods, Proceedings of the 36th conference on Winter simulation, December 05-08, 2004, Washington, D.C.
	Russell C. H. Cheng, Selecting input models and random variate generation, Proceedings of the 25th conference on Winter simulation, p.34-40, December 12-15, 1993, Los Angeles, California, United States
	Russell C. H. Cheng, Selecting input models, Proceedings of the 26th conference on Winter simulation, p.184-191, December 11-14, 1994, Orlando, Florida, United States

INDEX TERMS

Primary Classification:
I. Computing Methodologies
I.6 SIMULATION AND MODELING
I.6.8 Types of Simulation
Subjects: Discrete event

Additional Classification:
G. Mathematics of Computing
G.3 PROBABILITY AND STATISTICS
Subjects: Random number generation

I. Computing Methodologies
I.6 SIMULATION AND MODELING

General Terms:
Algorithms

Collaborative Colleagues:

Russell C. H. Cheng: colleagues

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