A note on the Ecogen language built-in random deviate generators
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Autores: Jordi Ocaña i Rebull
, María Carmen Ruiz de Villa , G. Alonso
- Localización: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa, ISSN 0210-8054, Vol. 10, Nº. 3, 1986, págs. 143-148
- Idioma: inglés
- Títulos paralelos:
- Nota sobre los generadores desviados aleatoriamente implementados en el lenguaje Ecogen
- Enlaces
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Resumen
The standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This paper must be considered as an addenda to a previous one where the ECOGEN language was described. The ECOGEN random deviate generators include the continuous and discrete uniform, Poisson, binomial, exponential, Cauchy, normal or Laplace-Gauss, beta, gamma, Weibull, Pareto and Laplace distributions and the possibility of simulating repeated Bernouilli trials. Further developments are discussed, specially in the sense of allowing the application of variance reduction techniques
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