A Comparison of Multivariate Normal Generators

Three methods for generating outcomes on multivariate normal random vectors with a specified variance-covariance matrix are presented. A comparison is made to determine which method requires the least computer execution time and memory space when utilizing the IBM 360/67. All methods use as a basis a standard Gaussian random number generator. Results of the comparison indicate that the method based on triangular factorization of the covariance matrix generally requires less memory space and computer time than the other two metho

On the generation of pseudo-random numbers from several non-uniform distributions

Methods for generating pseudorandom numbers from nonuniform statistical distribution

Sequential control chart methodology

A modification of the V mask sequential control chart is proposed. In this modified scheme, a parabolic section is included in the mask to provide better performance when the process undergoes a large change in the mean from goal conditions. It is shown that the modified V mask can be implemented either in conventional graphic form, or in an algorithmic form suitable for a digital computer. Average run lengths are given for a typical range of circumstances. It also is shown that the conventional Shewhart chart is better than a sequential chart for the specific purpose of promptly detecting very large shifts of the mean from goal conditions

Monte Carlo simulation of confidence intervals for reliability

A computer program which computes fiducial confidence intervals for reliability by Monte Carlo simulation has been written. The program has the capability of computing these intervals for general systems of series, parallel, and mixed series and parallel subsystems which have failure time distributions which are either exponential, Weibull, gamma, normal, or lognormal. Comparison of the simulation technique with a Bayesian technique for computing confidence intervals in the case of a series of exponentially distributed components shows that the two methods agree quite well when a fiducial prior distribution for reliability is used in the Bayesian technique. A uniform prior distribution gives results which are consistently lower than those obtained by simulation --Abstract, page ii

Pseudo-random number generators having specified probability density function and autocorrelation

Ph.D.Joseph L. Hammond, Jr

An Investigation of the Effect of Violating the Assumption of Homogeneity of Regression Slopes in the Analysis of Covariance Model upon the F-Statistic

The study seeks to determine the effect upon the F-statistic of violating the assumption of homogeneity of regression slopes in the one-way, fixed-effects analysis of covariance model. The study employs a Monte Carlo simulation technique to vary the degree of heterogeneity of regression slopes with varied sample sizes within experiments to determine the effect of such conditions. One hundred and eighty-three simulations were used

Stochastic approach to the analysis of highway pavements.

Massachusetts Institute of Technology, Dept. of Civil Engineering. Thesis. 1971. M.S.MICROFICHE COPY ALSO AVAILABLE IN BARKER ENGINEERING LIBRARY.Bibliography: leaves 92-95.M.S