A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation

DOI10.5402/2012/980827zbMath1264.60016WikidataQ58905628 ScholiaQ58905628MaRDI QIDQ1954438

Mohan D. Pant, Todd C. Headrick

Publication date: 11 June 2013

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/980827

zbMATH Keywords

\(L\)-moments; \(L\)-kurtosis; \(L\)-correlation; \(L\)-skew; standard logistic pseudo-random deviates

Mathematics Subject Classification ID

62E15: Exact distribution theory in statistics

60E05: Probability distributions: general theory

Related Items

A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations, A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions

Uses Software

• Mathematica
• LMOMENTS
• Spotfire

Cites Work

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