Reed J F, Stark D B
Research Department, Lehigh Valley Hospital, Cedar Crest, Allentown, PA 18105-1556, USA.
Comput Methods Programs Biomed. 1995 Jul;47(2):157-65. doi: 10.1016/0169-2607(95)01642-7.
Generating random variables from specific bounded or unbounded distributions is a problem frequently encountered in Monte Carlo studies. Of particular interest is that of transforming variables from a standard normal distribution to a given Johnson's SB or SU distribution with specified (gamma, delta) parameters. We use a composite standard normal generator N (0.1) to generate Johnson's SB or SU distributions with (gamma, delta) parameters. Goodness-of-fit tests and graphical illustrations demonstrate the adequacy of the empirical distributions.
