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Computer methods for generating pseudo-random numbers from Pearson distributions and mixtures of Pearson and uniform distributions

dc.contributor.authorThomas, Donald Galeen
dc.contributor.departmentStatisticsen
dc.date.accessioned2020-12-15T19:11:22Zen
dc.date.available2020-12-15T19:11:22Zen
dc.date.issued1966en
dc.description.abstractThis thesis contains a brief review of some of the work that has been done concerning the generation and testing of pseudo-random numbers. Computer subroutine programs written in FORTRAN IV are given for the generation of pseudo-random numbers from Pearson distributions as well as from any combination of mixtures of two Pearson distributions, a normal distribution with arbitrary mean and variance and a uniform distribution on any finite interval. The Pearson distribution may be specified either by the first four moments or from sample data, then the parameters of the fitted distribution are printed and, if desired, a graph of the distribution. A graph of the mixture of distributions may be obtained from 10,000 pseudo-random numbers from the mixture. The speed of generation varies from about 10,000 random numbers per minute (on the IBM 7040), for a Pearson distribution with moments calculated from the generated numbers, to more than 100,000 numbers per minute if mixtures are used. The subroutines are applied to a Monte Carlo investigation of the robustness of several methods of confidence interval estimation.en
dc.description.degreeM.S.en
dc.format.extent125 leavesen
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttp://hdl.handle.net/10919/101387en
dc.language.isoenen
dc.publisherVirginia Polytechnic Instituteen
dc.relation.isformatofOCLC# 20548357en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V855 1966.T465en
dc.subject.lcshRandom number generators -- Data processingen
dc.titleComputer methods for generating pseudo-random numbers from Pearson distributions and mixtures of Pearson and uniform distributionsen
dc.typeThesisen
dc.type.dcmitypeTexten
thesis.degree.disciplineStatisticsen
thesis.degree.grantorVirginia Polytechnic Instituteen
thesis.degree.levelmastersen
thesis.degree.nameM.S.en

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