On simulating multivariate non-normal distributions from the generalized lambda distribution

DOI10.1016/j.csda.2005.06.010zbMath1445.62006MaRDI QIDQ959414

A. R. Mugdadi, Todd C. Headrick

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.06.010

zbMATH Keywords

moments; simulation; correlated data; generalized lambda distribution

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

65C10: Random number generation in numerical analysis

Related Items

Characterizing the generalized lambda distribution by L-moments, Generating correlated, non-normally distributed data using a non-linear structural model, Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary, A doubling method for the generalized lambda distribution, A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation, Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best?, Approximating Distributions by Extended Generalized Lambda Distribution (XGLD)

Uses Software

• Mathematica
• MINITAB

Cites Work

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