A Method for Simulating Non-Normal Distributions
- 1 December 1978
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 43 (4) , 521-532
- https://doi.org/10.1007/bf02293811
Abstract
A method of introducing a controlled degree of skew and kurtosis for Monte Carlo studies was derived. The form of such a transformation on normal deviates [X ~ N(0, 1)] is Y = a + bX + cX2 + dX3. Analytic and empirical validation of the method is demonstrated.Keywords
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