1978
DOI: 10.1145/1102786.1102791
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Methods for modelling and generating probabilistic components in digital computer simulation when the standard distributions are not adequate

Abstract: Methods of modelling probabilistic components which are not adequately represented by the standard continuous distributions (such as normal, gamma, and Weibull) are surveyed.The methods are categorized as systems of distributions, approximations to the cumulative distribution function, and four-parameter distributions.Emphasis is on generality, determination of appropriate parameter values, and random variate generation.

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Cited by 11 publications
(5 citation statements)
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“…The Gamma distribution is also known as the Pearson type III distribution, and is one of a family of distributions used to model the empirical distribution functions of certain data [31]. Based on the first four moments, the data can be associated with a preferred distribution.…”
Section: Mathematical Preliminariesmentioning
confidence: 99%
“…The Gamma distribution is also known as the Pearson type III distribution, and is one of a family of distributions used to model the empirical distribution functions of certain data [31]. Based on the first four moments, the data can be associated with a preferred distribution.…”
Section: Mathematical Preliminariesmentioning
confidence: 99%
“…Another commonly used approach is Gaussian-Chebyshev based approximation [24], which can provide a good approximation, but results in a long series and thus is too complicated for further analysis. In contrast, [25] shows that the Pearson distributions (a family of continuous probability functions) can provide accurate approximations to certain empirical distribution functions. Motivated by this, we adopt the Pearson type III distribution, i.e., the Gamma distribution [26], to approximate the distribution of X int , where the parameters of the Gamma distribution can be obtained by matching X int 's first and second moments, also known as moment matching.…”
Section: A Decoding Probability Of Swarm Headmentioning
confidence: 99%
“…But what to do when the classical distributions are not adequate? Schmeiser (1977), in an input-modeling tutorial before commercial input-modeling software, emphasized classical four-parameter families of distributions such as the Pearson and Johnson, both elegant in that they provide one and only one distribution for any first four moments and inelegant in that they use more than one functional form. Also discussed were two relatively new four-parameter family designed explicitly for use in simulation experiments (Ramberg andSchmeiser 1974, Schmeiser andDeutsch 1977), elegant in that they used only one functional form and are relatively easy to fit, but inelegant in that the one-to-one relationship with moments is lost.…”
Section: Univariate Distributionsmentioning
confidence: 99%