The t-transformed power method distributions for simulating univariate and multivariate non-normal distributions

DOI10.1080/03610918.2018.1498894MaRDI QIDQ5088006zbMATH OpenOpenAlexFDO

Authors Mohan D. Pant

Publication date 4 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1498894

zbMATH Keywords

correlated distributionsmomentsMonte Carlonon-normal distributionssimulation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations
• A method for simulating non-normal distributions
• An investigation of the rank transformation in multiple regression.
• Comparison of aligned Friedman rank and parametric methods for testing interactions in split-plot designs
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• On simulating univariate and multivariate Burr type III and type XII distributions
• On the problem of more than one kurtosis parameter in multivariate analysis
• Power method distributions through conventional moments and L-moments
• Properties of the rank transformation in factorial analysis of covariance
• Simulating correlated multivariate nonnormal distributions: extending the Fleishman power method
• Statistical simulation. Power method polynomials and other transformations
• The power method transformation: its probability density function, distribution function, and its further use for fitting data

Describes a project that uses

Uses Software

• Mathematica

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