A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Fitting Johnson distributions using least squares: simulation applications
WSC '85 Proceedings of the 17th conference on Winter simulation
Fitting Johnson curves to univariate and multivariate data
WSC '83 Proceedings of the 15th conference on Winter simulation - Volume 1
Sensitivity of output performance measures to input distributions in queueing simulation modeling
Proceedings of the 29th conference on Winter simulation
Simulating cointegrated time series
Winter Simulation Conference
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The Johnson translation family of distributions provides a variety of distributional shapes for the modelling of empirical data that are readily used in simulation models. We compare a number of methods for estimating the parameters of these distributions, including moment matching (MM), least squares (ordinary- (OLS), weighted- (WLS) and diagonally weighted- (DWLS) least squares), and maximum likelihood (MLE). A sampling study is made to determine the properties of the fitted parameters and estimates based on the fitted parameters, such as the quantiles of the distribution. We restrict attention to the case that the analyst knows the correct distribution when fitting the parameters.