eldo_user

Monte Carlo Analysis
Obsolete Features
.PARAM PARAM_NAME = UNIF|AUNIF(NOM_VALUE, RANGE_VALUE, MULT)
.PARAM PARAM_NAME = GAUSS|AGAUSS(NOM_VALUE, STD_VALUE, SIGMA_COEF, MULT)
The role of the MULT argument, which is an integer value greater than 1, is to eliminate the
simulation of the sub-population that is “closed” to the median value of the parameter. The
LIMIT distribution (also known as the Rademacher distribution) may be considered as the
extreme case, where only the limits of the interval [-1, 1] are effectively simulated. By
augmenting the multiplier argument, continuous approximations of the LIMIT distribution are
generated.
In Figure 11-24, four realizations are plotted of the random sample obtained by varying the
multiplier of the AUNIF macro. For example, one can see that the median value 0 will not be
simulated (or with a very small probability) when MULT=5.
Figure 11-24. Four Random Samples when AUNIF(0,1,MULT) is Specified
This kind of distributions is often described as bimodal distributions. The distributions have two
modes (the most frequent values) which are closed to the extreme values of the original
distribution. The phenomenon is much more visible in Figure 11-25.
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Eldo® User's Manual, 15.3