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A Method for Simulating Non-Normal Distributions

Published online by Cambridge University Press:  01 January 2025

Allen I. Fleishman
Allen I. Fleishman*
Affiliation:
Stevens Institute of Technology
*
Requests for reprints should be sent to Allen I. Fleishman, Department of Managerial Science, Stevens Institute of Science, Castle Point Station, Hoboken, NJ 07030.
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Abstract

A method of introducing a controlled degree of skew and kurtosis for Monte Carlo studies was derived. The form of such a transformation on normal deviates [X ~ N(0, 1)] is Y = a + bX + cX2 + dX3. Analytic and empirical validation of the method is demonstrated.

Keywords

computer simulationdepartures from normalitykurtosisMonte Carlo studyskew
Type
Original Paper
Information
Psychometrika , Volume 43 , Issue 4 , December 1978 , pp. 521 - 532
Copyright
Copyright © 1978 The Psychometric Society

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Footnotes

This work was done while the author was at the University of Illinois at Champaign-Urbana.

References

Reference Note

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