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An approximate method for generating asymmetric random variables

An approximate method for generating asymmetric random variables 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Communications of the ACM Association for Computing Machinery

An approximate method for generating asymmetric random variables

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References (7)

Publisher
Association for Computing Machinery
Copyright
Copyright © 1974 by ACM Inc.
ISSN
0001-0782
DOI
10.1145/360827.360840
Publisher site
See Article on Publisher Site

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.

Journal

Communications of the ACMAssociation for Computing Machinery

Published: Feb 1, 1974

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