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Open AccessJournal ArticleDOI

Using Univariate Bézier Distributions to Model Simulation Input Processes

Mary Ann Flanigan Wagner, +1 more
- 01 Sep 1996 - 
- Vol. 28, Iss: 9, pp 699-711
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TLDR
A graphical, interactive technique for modeling univariate simulation input processes by using a family of probability distributions based on Bezier curves that has an open-ended parameterization and is capable of accurately representing an unlimited variety of distributional shapes.
Abstract
We describe a graphical, interactive technique for modeling univariate simulation input processes by using a family of probability distributions based on Bezier curves. This family has an open-ende...

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Multivariate non-normally distributed random variables in climate research - introduction to the copula approach

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A Revised Simplex Search Procedure for Stochastic Simulation Response Surface Optimization

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References
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Journal ArticleDOI

Least-squares estimation of distribution functions in johnson's translation system

TL;DR: Compared to traditional methods of distribution fitting based on moment matching, percentile matching, L 1 estimation, and L ⌆ estimation, the least-squares technique is seen to yield fits of similar accuracy and to converge more rapidly and reliably to a set of acceptable parametre estimates.
Journal ArticleDOI

Fitting beta distributions based on sample data

TL;DR: A computer program founded upon several fast, robust numerical procedures based on a number of statistical-estimation methods is presented, and it is found that the least-square minimi- zation method provided better quality fits in general, compared to the other two approaches.
Journal ArticleDOI

TES: A Class of Methods for Generating Autocorrelated Uniform Variates

TL;DR: This paper introduces a class of methods called TES (Transform-Expand-Sample) for generating autocorrelated variates with uniform marginals and Markovian structure and reveals that TES methods give rise toAutocorrelation functions with monotone decreasing as well as oscillating magnitude, bounded by monotones envelopes.
Journal ArticleDOI

The transition and autocorrelation structure of tes processes

TL;DR: It is shown how this class gives rise to uniform Markovian sequences in a general and natural way, by observing that marginal uniformity is closed under modulo-1 addition of an independent variate with arbitrary distribution.
Journal ArticleDOI

Visual interactive fitting of beta distributions

TL;DR: This paper describes a visual interactive procedure for fitting beta distributions to activity times in a simulation model when sample data are not available for statistical analysis of the model's input processes.
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