Proceedings of the 28th Conference on Winter Simulation - WSC '96 1996
DOI: 10.1145/256562.256990
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Multivariate input modeling with Johnson distributions

Abstract: This paper introduces a new method for multivariate simulation input modeling based on the Johnson translation system of probability distributions. This technique matches the first four marginal moments and the correlation structure of a given set of sample data, allowing computationally efficient parameter estimation and random-vector generation. Applications of the technique in ergonomics and production scheduling are discussed. The proposed method is compared to traditional multivariate input-modeling techn… Show more

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Cited by 25 publications
(14 citation statements)
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“…Estimation of marginal distributions can be based on their moments [33] and the dependency expressed by the correlation matrix of the underlying MVN distribution. Monte Carlo simulation can be performed by simulating from the underlying MVN distribution and applying the inverse translation, which attains the correct marginals [34].…”
Section: Joint Distributionsmentioning
confidence: 99%
“…Estimation of marginal distributions can be based on their moments [33] and the dependency expressed by the correlation matrix of the underlying MVN distribution. Monte Carlo simulation can be performed by simulating from the underlying MVN distribution and applying the inverse translation, which attains the correct marginals [34].…”
Section: Joint Distributionsmentioning
confidence: 99%
“…This family of distribution was found best to fit the marginal distribution of multivariate as well as the correlation between them. [5] The procedures that are outlined in the same reference have also been followed here.…”
Section: Fig 7: Correlation Matrix Of the Measured User Loadsmentioning
confidence: 99%
“…They focus on the important, but relatively simple, task of fitting classical univariate distributions to data and incorporating the fitted distributions into simulation software. The last few years have produced some easily attainable noncommercial software and ideas for creating more-complex input models, including Avramidis and Wilson (1994), Cario (1996), Cario andNelson (1997a, 1997b), Chen (1999), Wilson (1997, 1998), Kuhl, Wilson and Johnson (1997), Song and Hsiao (1993), Song, Hsiao and Chen (1995), Stanfield et al (1996), and Wagner and Wilson (1995, 1996a, 1996b. These (and some other ideas) are discussed in Nelson and Yamnitsky (1998).…”
Section: The Logical and Input Modelsmentioning
confidence: 99%
“…The early approach to creating flexible multivariate models was to assume a particular marginal distribution, as done, for example, by Lal (1980, 1982) and Lewis and colleagues (e.g., Lewis and Orav 1989). Wagner and Wilson (1995) discuss a generalization having Bézier marginal distributions and Stanfield et al (1996) discuss a generalization having Johnson marginals.…”
Section: Modeling Dependencymentioning
confidence: 99%