An approximate method for generating asymmetric random variables

From MaRDI portal
Publication:5180744

DOI10.1145/360827.360840zbMath0273.65004OpenAlexW4242200137MaRDI QIDQ5180744

John S. Ramberg, Bruce W. Schmeiser

Publication date: 1974

Published in: Communications of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/360827.360840




Related Items (only showing first 100 items - show all)

Quantile-based Chernoff distance for truncated random variablesAn efficient estimator of the parameters of the generalized lambda distributionInverse analysis for rock mechanics based on a high dimensional model representationOn improved volatility modelling by fitting skewness in ARCH modelsThe ϕ-divergence family of measures based on quantile functionComparisons of various types of normality testsA survey of a hurdle model for heavy-tailed data based on the generalized lambda distributionComparing a new Gini test with other symmetry tests when median is knownNormality tests for dependent data: large-sample and bootstrap approachesBayesian inference in quantile functionsQuantile based geometric vitality function of order statisticsGaussian quadrature method for GLD parameter estimationGTL regression: a linear model with skewed and thick-tailed disturbancesGeneralization method of generating the continuous nested distributionsA nonparametric test of symmetry based on the overlapping coefficientA simple test of symmetry about an unknown medianEdgeworth-Expanded Gaussian Mixture Density ModelingEstimation of the Generalized Lambda Distribution Parameters for Grouped DataA quantile-based generalized dynamic cumulative measure of entropyRestrictive adaptive tests for the treatment of the two-sample scale problemFitting the Generalized Lambda Distribution (GLD) System by A Method of Percentiles, II: TablesDistribution-free test for symmetry based on Bonferroni's measureOn the performances of some selection precedures for the best population assuming parent distributions with varying tailweightA simple and efficient method for finding the closest generalized lambda distribution to a specific modelFlexible parametric quantile regression modelA new test for symmetry against right skewnessFitting the generalized lambda distribution to pre-binned dataModeling censored data using modified lambda familyPartial Moments of Generalized Lambda DistributionPower of One-Sample Location Tests Under Distributions with Equal Lévy DistanceA supplement to sowey's bibliography on random number generation and related topicsA Quantile‐based Test for Symmetry of Weakly Dependent ProcessesThe quantile-based flattened logistic distribution: Some properties and applicationsAdaptive Procedures for the Wilcoxon–Mann–Whitney Test: Seven Decades of AdvancesModeling Insurance Claims with Extreme Observations: Transformed Kernel Density and Generalized Lambda DistributionUnnamed ItemFlexible modelling of survival curves for censored dataOn adaptive statistical inferencesA Modified Sign Test for SymmetryA generalized quantile estimatorKullback-Leibler divergence: a quantile approachRobust statistics for testing equality of means or variancesShewhart Control Charts in New PerspectiveApproximating Distributions by Extended Generalized Lambda Distribution (XGLD)A quantile-based Tsallis-\(\alpha\) divergenceQuantile based Tsallis entropy in residual lifetimeA continuously adaptive nonparametric two–sample testThe generalized lambda distribution as a survival model: The generalized single hit modela study of the generalized tukey lambda familyOn the asymptotic behaviour of selector statisticsLinking Tukey's legacy to financial risk measurementThe asymptotic efficacies and relative efficiencies of various linear rank tests for independenceRobustness of ranking and selection rules using generalised \(g\)-and-\(k\) distributionsA review of robustness of selection proceduresA proposal on improved procedures for estimating task-time distributions in PERTComparing estimation methods for the FPLDQuantile based reliability aspects of partial momentsThe robustness of point optimal testing for rosenberg random regression coefficientsFamilies of distributions arising from the quantile of generalized lambda distributionThe application of the durbin-watson test to the dynamic regression model under normal and non-normal errorsReexamining Discrete Approximations to Continuous DistributionsQuantile based entropy functionGenerating correlated, non-normally distributed data using a non-linear structural modelThe extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fitsAn intuitive skewness-based symmetry test applicable to stationary time series dataAdaptive parameter estimation for generalized tukey's λ-familyAn approximate method for generating gamma and other variatesA doubling method for the generalized lambda distributionA method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlationAn Adaptive Test for the Two-Sample Location Problem Based onU-StatisticsAgeing concepts: an approach based on quantile functionQuantile-based cumulative entropiesModelling exchange rate returns: which flexible distribution to use?Information estimators for weighted observationsRényi's residual entropy: a quantile approachEstimation of the generalized lambda distribution from censored dataMeasuring inequality and social welfare from any arbitrary distributionThe Extended Generalized Lambda Distribution (EGLD) System for Fitting Distributions to Data with Moments, II: TablesA Bivariate Generalized Lambda Distribution (GLD-2) using Plackett's Method of Construction: Distribution, Examples and ApplicationsBonferroni and Gini indices for various parametric families of distributionsA new method for generating families of continuous distributionsA test of symmetry based on L-moments with an application to the business cycles of the G7 economiesRobustness of the arch tests in the presence of serial correlationUsing a sequence of point optimal tests to select a varying coefficient modelThe robustness of the RESET test to non-normal error termsThe Govindarajulu Distribution: Some Properties and ApplicationsAsymmetries and tails in stock index returns: are their distributions really asymmetric?Distribution-Free Runs Test for Conditional SymmetrySimulating correlated multivariate nonnormal distributions: extending the Fleishman power methodOn simulating multivariate non-normal distributions from the generalized lambda distributionThe method of simulated quantilesEnhancement for two commonly-used approximations for the inverse cumulative function of the normal distributionOn the choice of the smoothing parameter for the BHEP goodness-of-fit testKumaraswamy's distribution: a beta-type distribution with some tractability advantagesOn distribution-free runs test for symmetry using extreme ranked set sampling. With an application involving base deficit scoreL-moments of residual lifeTesting Lognormal and Exponential Distributions: Estimation of Percentile PointsOn some robust estimation procedures for quantiles based on dataCharacterizing the generalized lambda distribution by L-momentsNumerical maximum log likelihood estimation for generalized lambda distributions




This page was built for publication: An approximate method for generating asymmetric random variables