A New Family of Probability Distributions With Applications to Monte Carlo Studies
提出一种新的概率分布族，可生成蒙特卡洛模拟的随机输入，包含指数幂族作为特例，并给出高效随机数生成方法，通过单位方差假设检验示例展示其优势。
Abstract A new probability distribution is presented that offers considerable potential for providing stochastic inputs to Monte Carlo simulation studies. The distribution includes the exponential power family as a special case. An efficient computational strategy is proposed for random variate generation. An example for testing the hypothesis of unit variance illustrates the advantages of the proposed distribution. Key Words: Exponential power familyKurtosisNonnormality