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Simulating Multivariate Nonnormal Distributions

Published online by Cambridge University Press:  01 January 2025

C. David Vale  and
Vincent A. Maurelli
C. David Vale*
Affiliation:
Assessment Systems Corporation
Vincent A. Maurelli
Affiliation:
Assessment Systems Corporation
*
Requests for reprints should be sent to C. David Vale, Assessment Systems Corporation, 2233 University Avenue, Suite 310, St. Paul, Minnesota 55114.
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Abstract

A method for generating multivariate nonnormal distributions with specified intercorrelations and marginal means, variances, skews, and kurtoses is proposed. As an example, the method is applied to the generation of simulated scores on three psychological tests administered to a single group of individuals.

Keywords

random numbersrandom number generation
Type
Notes And Comments
Information
Psychometrika , Volume 48 , Issue 3 , September 1983 , pp. 465 - 471
Copyright
Copyright © 1983 The Psychometric Society

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Footnotes

The authors wish to thank David J. Weiss for his critical review of a draft of this manuscript and Kathleen A. Gialluca and Jack T. Litzau for their assistance in verifying equations and computer programs.

References

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