A method for simulating non-normal distributions |
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| Authors: | Allen I Fleishman |
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| Institution: | (1) Department of Managerial Science, Stevens Institute of Science, Castle Point Station, 07030 Hoboken, NJ |
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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)] isY =a +bX +cX
2 +dX
3. Analytic and empirical validation of the method is demonstrated.This work was done while the author was at the University of Illinois at Champaign-Urbana. |
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| Keywords: | computer simulation departures from normality kurtosis Monte Carlo study skew |
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