A New Family of Probability Distributions With Applications to Monte Carlo Studies

DOI10.2307/2287446zbMath0462.62022OpenAlexW4242039463MaRDI QIDQ3911859

Richard J. Beckman, Gary L. Tietjen, Mark E. Johnson

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287446

zbMATH Keywords

kurtosisnonnormalityexponential power familynew family of distributions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (10)

Equilibria on a Congested Transportation Network ⋮ Tutorial:S-system analysis of continuous univariate probability distributions ⋮ A Bartlett adjustment to the likelihood ratio test for a system of equations ⋮ On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions ⋮ Testing the variance of symmetric heavy-tailed distributions ⋮ Simple tests for peakedness, fat tails and leptokurtosis based on quantiles ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ Construction of bivariate S-distributions with copulas ⋮ Simulation input data modeling ⋮ Kurtosis as Peakedness, 1905–2014.R.I.P.

This page was built for publication: A New Family of Probability Distributions With Applications to Monte Carlo Studies