Russell Cheng's Home Page

[Last changed:May 2019: This is index19.html]

Contact Information

email: cheng@btinternet.com

Russell C.H. Cheng is Emeritus Professor of Operational Research in Mathematical Sciences, Southampton University, UK.

Fitting Univariate Distributions:

This link, FittingDistributions, is to an Excel Workbook with VBA modules that can fit various different continuous univariate distributions.

Updated version of Excel Workbook, 17 May 2015: Version14

These include:

gamma distribution (any of up to 3 pars)

Johnson SU (up to 4 pars)

log-gamma distribution ( up to 3 –pars)

normal distribution

Pearson distribution all types

Weibull distribution ( up to 3-pars)

In Version14 also:

Johnson SB

lognormal

Johnson SU

loggamma

Link to Notes accompanying the workbook: Notes on Distribution Fitting

The workbook can also assess the goodness of fit using the Anderson-Darling test. The critical points are calculated for the model being fitted using bootstrap resampling.

This App is based on my WSC2011 paper downloadable here Cheng2011

Winter Simulation Conference 2009 Introductory Tutorial on Resampling Methods of Analysis in Simulation Studies:

Here is a link to the Proceedings paper with live links: WSC09CC5

Here is a link to a Word file with the text set out in presentation slide format, with active links: WSC09SlideFormatVersion

Fitting Finite Mixture Distributions. The paper Cheng & Currie 2013 discusses a Bayesian approach to this problem using Importance Sampling. There is an accompanying App in which the approach is implemented. The application is run by an Excel interface. The interface and application in zipped form can be downloaded from here: FineMix. This is a folder containing all that is needed to use the App. It includes a brief guide.

NATCOR Teaching Materials

NATCORSimulationCourse Version: July 2013.