A Study On the Simulation Model of the Transformation of Random Variables Using FBI (Fortran Based Interpreter)

FBI(Fortran Based Interpreter)를 이용한 확률변수 변환의 시뮬레이션 모델에 관한 연구

Although there are many theoretical methods for the transformation of random variables. it is difficult to find probability density functions for the new random variables because of the complexity in mathematics. The author developed a simulation model solving the above difficulties using FBI (Fortran Based Interpreter) routines. The FBI is a kind of language Interpreter analyzing the arithmetic statement in character data forms. In this paper. the FBI routines will be explained and the structure and applications of simulation model will be also demonstrated. Polynomial curve fitting method is applied to define the probability density function which can not be defined by well-known pdf. This program can also be used for instructing mathematical statistics and identifying distribution of the simulated data.