Simulating Univariate and Multivariate Tukey g-and-h Distributions Based on the Method of Percentiles
نویسندگان
چکیده
منابع مشابه
Simulating Univariate and Multivariate Nonnormal Distributions through the Method of Percentiles.
This article derives a standard normal-based power method polynomial transformation for Monte Carlo simulation studies, approximating distributions, and fitting distributions to data based on the method of percentiles. The proposed method is used primarily when (1) conventional (or L) moment-based estimators such as skew (or L-skew) and kurtosis (or L -kurtosis) are unknown or (2) data are unav...
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