An approximate method for generating asymmetric random variables

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An approximate method for generating asymmetric random variables

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Communications of the ACM archive
Volume 17 , Issue 2 (February 1974) table of contents

Pages: 78 - 82

Year of Publication: 1974

ISSN:0001-0782

Authors

John S. Ramberg	Univ. of Iowa, Iowa City
Bruce W. Schmeiser	Georgia Institute of Technology, Atlanta

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 7, Downloads (12 Months): 46, Citation Count: 20

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ABSTRACT

Tukey's lambda distribution is generalized to provide an algorithm for generating values of unimodal asymmetric random variables. This algorithm has the same advantages as the symmetric random variable generator previously given by the authors, except that the addition of another parameter complicates the problem of finding the parameter values to fit a distribution.

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	Milton Abramowitz, Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables,, Dover Publications, Incorporated, 1974
	2	Hastings, C. Jr., MosteUer, F., Tukey, J.W., and Winsor, C.P. Moments for small samples: A comparative study of order statistics. Ann. of Math. Statist. 18, 3 (1947),413-426.
	3	Hogg, R.V., and Craig, A.T. Introduction to Mathematical Statistics. Macmillan, New York, 1970.
	4	Johnson, N.L., and Leone, F.C. Statistics and Experimental Design. Wiley, New York, 1964.
	5	John S. Ramberg , Bruce W. Schmeiser, An approximate method for generating symmetric random variables, Communications of the ACM, v.15 n.11, p.987-990, Nov. 1972 [doi>10.1145/355606.361888]
	6	Schmeiser, B.W. A general algorithm for generating random variables. Master's Th., The U. of Iowa, Iowa City, 1971.

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