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On simulating non-normal distributions

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  • Pandu Tadikamalla
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    File URL: http://hdl.handle.net/10.1007/BF02294081
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 45 (1980)
    Issue (Month): 2 (June)
    Pages: 273-279

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    Handle: RePEc:spr:psycho:v:45:y:1980:i:2:p:273-279

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    Web page: http://www.springerlink.com/link.asp?id=112911

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    Related research

    Keywords: simulation; computer methods;

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    Cited by:
    1. Ke-Hai Yuan & Peter Bentler, 2002. "On robusiness of the normal-theory based asymptotic distributions of three reliability coefficient estimates," Psychometrika, Springer, vol. 67(2), pages 251-259, June.
    2. Mishra, SK, 2010. "Temporal changes in the parameters of statistical distribution of journal impact factor," MPRA Paper 21263, University Library of Munich, Germany.
    3. Matthias R. Fengler & Helmut Herwartz & Christian Werner, 2012. "A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(3), pages 457-493, June.
    4. Ali A. Al-Subaihi, . "Simulating Correlated Multivariate Pseudorandom Numbers," Journal of Statistical Software, American Statistical Association, vol. 9(i04).
    5. Nagahara, Yuichi, 2004. "A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 47(1), pages 1-29, August.
    6. Ken Stange & Robert Saltstone, 1992. "A computer program to construct distributions with specific degrees of skew and kurtosis," Journal of Classification, Springer, vol. 9(1), pages 141-142, January.

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