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Full-Text Articles in Other Statistics and Probability

Uniform Random Variate Generation With The Linear Congruential Method, Joseph Free Jul 2020

Uniform Random Variate Generation With The Linear Congruential Method, Joseph Free

PANDION: The Osprey Journal of Research and Ideas

This report considers the issue of using a specific linear congruential generator (LCG) to create random variates from the uniform(0,1) distribution. The LCG is used to generate multiple samples of pseudo-random numbers and statistical computation techniques are used to assess whether those samples could have resulted from a uniform(0,1) distribution. Source code is included with this report in the appendix along with annotations.


A New Right Tailed Test Of The Ratio Of Variances, Elizabeth Rochelle Lesser Jan 2016

A New Right Tailed Test Of The Ratio Of Variances, Elizabeth Rochelle Lesser

UNF Graduate Theses and Dissertations

It is important to be able to compare variances efficiently and accurately regardless of the parent populations. This study proposes a new right tailed test for the ratio of two variances using the Edgeworth’s expansion. To study the Type I error rate and Power performance, simulation was performed on the new test with various combinations of symmetric and skewed distributions. It is found to have more controlled Type I error rates than the existing tests. Additionally, it also has sufficient power. Therefore, the newly derived test provides a good robust alternative to the already existing methods.