Browsing Publications by Subject "Monte Carlo"

Now showing items 1-8 of 8

    • Characterizing Log-Logistic (LL) Distributions through Methods of Percentiles and L-Moments 

      Pant, Mohan (HIKARI LtdDepartment of Curriculum and Instruction, University of Texas at Arlington, January 25)
      The main purpose of this paper is to characterize the log-logistic (LL) distributions through the methods of percentiles and L-moments and contrast with the method of (product) moments. The method of (product) moments ...

    • Characterizing Tukey h and h-h distributions through L-moments and the L-correlation 

      Headrick, Todd C.; Pant, Mohan (Hindawi Publishing Corporation,Department of Curriculum & Instruction, The University of Texas at Arlington, 2012)
      This paper introduces the Tukey family of symmetric h and asymmetric hh-distributions in the contexts of univariate L-moments and the L-correlation. Included is the development of a procedure for specifying nonnormal ...

    • A doubling method for the generalized lambda distributions 

      Headrick, Todd C.; Pant, Mohan (Hindawi Publishing Corporation,Department of Curriculum & Instruction, The University of Texas at Arlington, 2012)
      This paper introduces a new family of generalized lambda distributions (GLDs) based on a method of doubling symmetric GLDs. The focus of the development is in the context of L-moments and L-correlation theory. As such, ...

    • A L-moment based analog for the Schmeiser-Deutsch class of distributions 

      Headrick, Todd C.; Pant, Mohan (Hindawi Publishing Corporation,Department of Curriculum & Instruction, The University of Texas at Arlington, 2012)
      This paper characterizes the conventional moment-based Schmeiser-Deutsch (S-D) class of distributions through the method of L-moments. The system can be used in a variety of settings such as simulation or modeling various ...

    • A logistic L-moment based analog for the Tukey g-h, g, h, and h-h system of distributions 

      Headrick, Todd C.; Pant, Mohan (Hindawi Publishing Corporation,Department of Curriculum & Instruction, The University of Texas at Arlington, 2012)
      This paper introduces a standard logistic L-moment-based system of distributions. The proposed system is an analog to the standard normal conventional moment-based Tukey g-h, g, h, and h-h system of distributions. The ...

    • A method for simulating non-normal distributions with specified L-skew, L-kurtosis, and L-correlation 

      Headrick, Todd C.; Pant, Mohan (Hindawi Publishing Corporation,Department of Curriculum & Instruction, The University of Texas at Arlington, 2012)
      This paper introduces two families of distributions referred to as the symmetric κ and asymmetric κL-κR distributions. The families are based on transformations of standard logistic pseudo-random deviates. The primary ...

    • On simulating univariate and multivariate Burr Type III and Type XII distributions 

      Headrick, Todd C.; Pant, Mohan; Sheng, Yanyan (Hikari Ltd,Department of Curriculum & Instruction, The University of Texas at Arlington, 2010)
      This paper describes a method for simulating univariate and multivariate Burr Type III and Type XII distributions with specified correlation matrices. The methodology is based on the derivation of the parametric forms of ...

    • Simulating non-normal distributions with specified L-moments and L-correlations 

      Headrick, Todd C.; Pant, Mohan (Blackwell Publishing,Department of Curriculum & Instruction, The University of Texas at Arlington, 2012)
      This paper derives a procedure for simulating continuous non-normal distributions with specified L-moments and L-correlations in the context of power method polynomials of order three. It is demonstrated that the proposed ...