A note on the Ecogen language built-in random deviate generators

The standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This paper must be considered as an addenda to a previous one where the ECOGEN languag...

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Published inQüestiió : quaderns d'estadística, sistemas, informatíca i investigació operativa Vol. 10; no. 3; pp. 143 - 148
Main Authors Ocaña Rebull, Jordi, Alonso, G, Ruiz de Villa, María Carmen
Format Journal Article
LanguageEnglish
Published Universidad Politécnica de Barcelona 01.09.1986
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Summary:The standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This paper must be considered as an addenda to a previous one where the ECOGEN language was described. The ECOGEN random deviate generators include the continuous and discrete uniform, Poisson, binomial, exponential, Cauchy, normal or Laplace-Gauss, beta, gamma, Weibull, Pareto and Laplace distributions and the possibility of simulating repeated Bernouilli trials. Further developments are discussed, specially in the sense of allowing the application of variance reduction techniques
ISSN:0210-8054