ABSTRACT

In Chapter 1, we have discussed the probability function for discrete random variables and the density function for continuous random variables. In this chapter, we introduce as many distributions as possible and discuss how to generate random draws, where the source code written by Fortran 77 is also shown for each random number generator. Note that a lot of distribution functions are introduced in Kotz, Balakrishman and Johnson (2000a, 2000b, 2000c, 2000d, 2000e). The random draws discussed in this chapter are based on uniform random draws between zero and one.