Simulating Data with SAS

Chapter 7

Advanced Simulation of Univariate Data

Contents

7.1    Overview of Advanced Univariate Simulation

7.2    Adding Location and Scale Parameters

7.3    Simulating from Less Common Univariate Distributions

7.3.1    The Gumbel Distribution

7.3.2    The Inverse Gaussian Distribution

7.3.3    The Pareto Distribution

7.3.4    The Generalized Pareto Distribution

7.3.5    The Power Function Distribution

7.3.6    The Rayleigh Distribution

7.3.7    The Johnson S_B Distribution

7.3.8    The Johnson S_U Distribution

7.4    Inverse CDF Sampling

7.4.1    The Inverse Transformation Algorithm

7.4.2    Root Finding and the Inverse Transformation Algorithm

7.5    Finite Mixture Distributions

7.5.1    Simulating from a Mixture Distribution

7.5.2    The ...