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Full-Text Articles in Physical Sciences and Mathematics
Computer Program Generation Of Extreme Value Distribution Data, Stephen (Wan-Tsing) Lei
Computer Program Generation Of Extreme Value Distribution Data, Stephen (Wan-Tsing) Lei
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
The application of the Monte Carlo method on the estimation in Gumbel extreme value distribution was studied. The Gumbel extreme value distribution is used to estimate the flood flow of specific return period for the design of flood mitigation project. This paper is a programming effort (1) to estimate the parameters of Gumbel distribution using the observed data and (2) to provide a random variate generating subroutine to generate random samples and order statistics of a Gumbel distribution random variable. The mean squared error is used to measure the accuracy of the estimation method. Finally, an example of the use …
The Practical Solutions And Computer Program Of Two Statistical Problems In Simulation, Yee Fong
The Practical Solutions And Computer Program Of Two Statistical Problems In Simulation, Yee Fong
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
In the last several years monte-carlo simulation has become a major tool for the analysis of complex queuing systems which are no readily amenable to analysis by conventional mathematical methods. By a complex queueing system is mean a system composed of, physically or by analogy, a network of stations or servers with traffic units moving through all or some of the servers, into the system and out or around within the system. A traffic unit desiring service by a server may either have to enter a queue first or may be served immediately. Such systems have been simulated often with …