Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.2/1907
Título: Distribution view: a tool to write and simulate distributions
Autor: Coelho, José
Branco, Fernando
Oliveira, Teresa
Palavras-chave: Distribution generation
Simulation
PERT
Power tests
Randomization tests
Data: Set-2006
Editora: SCRA
Citação: Coelho, José; Branco, Fernando; Oliveira, Teresa - Distribution view: a tool to write and simulate distributions. In SCRA 2006-FIM XIII. International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques, 13, Tomar, 2006 - "Proceedings of International...", Tomar : SCRA, 2006. 17 p.
Resumo: In our work we present a tool to write and simulate distributions. This tool allows to write mathematical expressions which can contain not only functions and variables, but also statistical distributions, including mixtures. Each time the expression is evaluated, for all inner distributions, is generated a value according to the distribution and is used for expression value determination. The inversion method can be used in this language, allowing to generate all distributions that have an expression for cdf inverse. The variables in the language allow the generation of several correlated distributions. To illustrate the advantages of using distribution view we present two applications: One in Project Risk Management, compares the PERT method with Simulation alternative; The other in Statistics, compares the Power of Randomization Test with the power of Student-t Test , using the set of Marron-Wand distributions.
Peer review: yes
URI: http://hdl.handle.net/10400.2/1907
Aparece nas colecções:Ciências e Tecnologia - Comunicações em congressos, conferências, seminários/Communications in congresses, conferences, seminars

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