This site uses cookies. By continuing to use this site you agree to our use of cookies. To find out more, see our Privacy and Cookies policy.
Paper The following article is Open access

Simulation of probability distributions using two quantile characteristics

Published under licence by IOP Publishing Ltd
, , Citation M S Tokmachev 2019 J. Phys.: Conf. Ser. 1352 012057 DOI 10.1088/1742-6596/1352/1/012057

1742-6596/1352/1/012057

Abstract

The paper presents a method for modeling probability distributions based on the base normal distribution. The transformation of the base distribution includes truncating the distribution, splitting it into three components in accordance with two specified quantiles, multiplying the density function in each of the intervals by a linear factor. The distribution obtained in this way has a complex nonstandard configuration, including mixtures of the normal distribution and the Rayleigh distribution. A computer program has been developed that makes it possible to model the distribution according to its parameters and implements the criterion for the agreement of sample data with the distribution of the specified type with automatic adjustment of the parameters. The construction algorithm allows for use of other base distributions.

Export citation and abstract BibTeX RIS

Content from this work may be used under the terms of the Creative Commons Attribution 3.0 licence. Any further distribution of this work must maintain attribution to the author(s) and the title of the work, journal citation and DOI.

Please wait… references are loading.
10.1088/1742-6596/1352/1/012057