On simulating non-normal distributions |
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Authors: | Pandu R Tadikamalla |
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Institution: | (1) Graduate School of Business, University of Pittsburgh, 15260 Pittsburgh, PA |
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Abstract: | 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.The author would like to thank an anonymous referee for his comments and suggestions which lead to the inclusion of the section A Comparative Study.![rdquo](/content/t16r073510k2k222/xxlarge8221.gif) |
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Keywords: | simulation computer methods |
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