On simulating non-normal distributions
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(16)- Simulating multivariate nonnormal distributions
- Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
- Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
- Metric transformations and the filtered monotonic polynomial item response model
- Pairwise comparisons of means under realistic nonnormality, unequal variances, outliers and equal sample sizes
- The power method transformation: its probability density function, distribution function, and its further use for fitting data
- A Method to Generate Multivariate Data with the Desired Moments
- Choosing the best pairwise comparisons of means from non-normal populations, with unequal variances, but equal sample sizes
- Brief investigation of tests of variability in the two-sample case
- Modeling and Generating Stochastic Inputs for Simulation Studies
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates
- MODELING FINANCIAL SERIES DISTRIBUTIONS: A VERSATILE DATA FITTING APPROACH
- Computing the real solutions of Fleishman's equations for simulating non‐normal data
- Generating correlated, non-normally distributed data using a non-linear structural model
- How general is the Vale-Maurelli simulation approach?
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
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