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On simulating non-normal distributions

Author

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  • Pandu Tadikamalla

Abstract

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Suggested Citation

  • Pandu Tadikamalla, 1980. "On simulating non-normal distributions," Psychometrika, Springer;The Psychometric Society, vol. 45(2), pages 273-279, June.
    • Handle: RePEc:spr:psycho:v:45:y:1980:i:2:p:273-279
    DOI: 10.1007/BF02294081
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    Citations

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    Cited by:

    1. Mishra, SK, 2004. "On generating correlated random variables with a given valid or invalid Correlation matrix," MPRA Paper 1782, University Library of Munich, Germany.
    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, Oxford University Press, vol. 10(3), pages 457-493, June.
    4. Al-Subaihi, Ali A., 2004. "Simulating Correlated Multivariate Pseudorandom Numbers," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 9(i04).
    5. Leah M. Feuerstahler, 2019. "Metric Transformations and the Filtered Monotonic Polynomial Item Response Model," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 105-123, March.
    6. Gary van Vuuren & Riaan de Jongh, 2017. "A comparison of risk aggregation estimates using copulas and Fleishman distributions," Applied Economics, Taylor & Francis Journals, vol. 49(17), pages 1715-1731, April.
    7. Njål Foldnes & Steffen Grønneberg, 2015. "How General is the Vale–Maurelli Simulation Approach?," Psychometrika, Springer;The Psychometric Society, vol. 80(4), pages 1066-1083, December.
    8. 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.
    9. Ke-Hai Yuan & Peter Bentler, 2002. "On robusiness of the normal-theory based asymptotic distributions of three reliability coefficient estimates," Psychometrika, Springer;The Psychometric Society, vol. 67(2), pages 251-259, June.
    10. Max Auerswald & Morten Moshagen, 2015. "Generating Correlated, Non-normally Distributed Data Using a Non-linear Structural Model," Psychometrika, Springer;The Psychometric Society, vol. 80(4), pages 920-937, December.
    11. repec:jss:jstsof:09:i04 is not listed on IDEAS
    12. Ken Stange & Robert Saltstone, 1992. "A computer program to construct distributions with specific degrees of skew and kurtosis," Journal of Classification, Springer;The Classification Society, vol. 9(1), pages 141-142, January.

    More about this item

    Keywords

    simulation; computer methods;

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