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Journal of the American Statistical Association Volume 75, 1980 - Issue 370
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A New Family of Probability Distributions with Applications to Monte Carlo Studies

Mark E. Johnson Statistics Group S—1, University of California, Los Alamos Scientific Laboratory, MS600, P.O. Box 1663, Los Alamos, NM, 87545, USA
,
Gary L. Tietjen Statistics Group S—1, University of California, Los Alamos Scientific Laboratory, MS600, P.O. Box 1663, Los Alamos, NM, 87545, USA
&
Richard J. Beckman Statistics Group S—1, University of California, Los Alamos Scientific Laboratory, MS600, P.O. Box 1663, Los Alamos, NM, 87545, USA
Pages 276-279 | Received 01 May 1978, Published online: 12 Mar 2012
 
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Abstract

A new probability distribution is presented that offers considerable potential for providing stochastic inputs to Monte Carlo simulation studies. The distribution includes the exponential power family as a special case. An efficient computational strategy is proposed for random variate generation. An example for testing the hypothesis of unit variance illustrates the advantages of the proposed distribution.

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