A Method for Simulating Multivariate Non Normal Distributions with Specified Standardized Cumulants and Intraclass Correlation Coefficients

DOI10.1080/03610910701812436zbMath1163.65007OpenAlexW1994575264MaRDI QIDQ3625287

Todd C. Headrick, Bruno D. Zumbo

Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701812436

zbMATH Keywords

numerical examplecumulantsMonte Carlo simulationintraclass correlation coefficientnon normalitymultivariate Pearson intercorrelations

Mathematics Subject Classification ID

Related Items (1)

The power method transformation: its probability density function, distribution function, and its further use for fitting data

Uses Software

• Mathematica

Cites Work

• Unnamed Item
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
• Coefficient alpha and the internal structure of tests
• The power method transformation: its probability density function, distribution function, and its further use for fitting data
• Relation between the shape of population distribution and the robustness of four simple test statistics

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