Distribution view: a tool to write and simulate distributions

Coelho, José; Branco, Fernando; Oliveira, Teresa

http://hdl.handle.net/10400.2/1907

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Authors

Coelho, José

Branco, Fernando

Oliveira, Teresa

Abstract(s)

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.

Keywords

Distribution generation Simulation PERT Power tests Randomization tests

URI

http://hdl.handle.net/10400.2/1907

Citation

Coelho, José; Branco, Fernando; Oliveira, Teresa - Distribution view: a tool to write and simulate distributions. In SCRA 2006-FIM. International Conference of the Forum for Interdisciplinary Mathematics on Interdisciplinary Mathematical and Statistical Techniques, 13, Tomar, 2006 - "SCRA 2006-FIM. International Conference...[Em linha]: proceedings". Tomar : SCRA, 2006. 17 p.