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A Method of Generating Multivariate Non-Normal Random Numbers with Specified Multivariate Skewness and Kurtosis
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Qu, Wen; Liu, Haiyan; Zhang, Zhiyong – Grantee Submission, 2020
In social and behavioral sciences, data are typically not normally distributed, which can invalidate hypothesis testing and lead to unreliable results when being analyzed by methods developed for normal data. The existing methods of generating multivariate non-normal data typically create data according to specific univariate marginal measures…
Descriptors: Social Science Research, Multivariate Analysis, Statistical Distributions, Monte Carlo Methods
A Method of Generating Multivariate Non-Normal Random Numbers with Desired Multivariate Skewness and Kurtosis
Peer reviewed Peer reviewed
PDF on ERIC Download full text
Direct linkDirect link
Qu, Wen; Liu, Haiyan; Zhang, Zhiyong – Grantee Submission, 2020
In social and behavioral sciences, data are typically not normally distributed, which can invalidate hypothesis testing and lead to unreliable results when being analyzed by methods developed for normal data. The existing methods of generating multivariate non-normal data typically create data according to specific univariate marginal measures…
Descriptors: Social Science Research, Statistical Distributions, Multivariate Analysis, Monte Carlo Methods