On simulating non-normal distributions

Summary

Six different algorithms to generate widely different non-normal distributions are reviewed and these algorithms are compared in terms of speed, simplicity and generality of the technique.

Keywords

Generality, Simplicity, Computer science, Normal distribution, Algorithm

References

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A method for simulating non-normal distributionsAllen I. Fleishman — 1978
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Some notes on tables to facilitate fitting SB curvesNorman L. Johnson, James Kitchen — 1971
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Systems of frequency curves generated by transformations of logistic variablesPandu R. Tadikamalla, Norman L. Johnson — 1982
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Systems of Frequency Curves Generated by Transformations of Logistic Variables.Pandu R. Tadikamalla, N. L. Johnson — 1979

Cited by

Some Aspects on Confirmatory Factor Analysis of Ordinal Variables: and Generating Non-normal DataHao Luo — 2012
Tests for Correlation on Bivariate Nonnormal DistributionsLouanne Margaret Beversdorf — 2008
A monte carlo computer study of the power properties of six distribution-free and/or nonparametric statistical tests under various methods of resolving tied ranks when applied to normal and nonnormal data distributionsShlomo S. Sawilowsky, Bruce R. Fay — 2003
Generating Univariate and Multivariate Nonnormal DataSunbok Lee — 2015
Generating Correlated, Non-normally Distributed Data Using a Non-linear Structural ModelMax Auerswald, Morten Moshagen — 2015
A Comparison of Methods for Generating Bivariate Non-normally Distributed Random VariablesJaimee E. Stewart — 2009
On generating correlated random variables with a given valid or invalid Correlation matrixSudhanshu Mishra — 2004
Temporal Changes in the Parameters of Statistical Distribution of Journal Impact FactorSudhanshu Mishra — 2010
Simulating Correlated Multivariate Pseudorandom NumbersAli A. Al-Subaihi — 2004
Pairwise comparisons of means under realistic nonnormality, unequal variances, outliers and equal sample sizesPhilip H. Ramsey, Kyrstle Barrera, Pri Hachimine-Semprebom — 2011
Performance of statistical methods for meta-analysis when true study effects are non-normally distributed: A simulation studyEvangelos Kontopantelis, David Reeves — 2012
Modeling and Generating Stochastic Inputs for Simulation StudiesPandu R. Tadikamalla — 1984
Brief investigation of tests of variability in the two-sample casePhilip H. Ramsey, Philip H. Ramsey, Patricia P. Ramsey — 2008
Simulating correlated multivariate nonnormal distributions: Extending the fleishman power methodTodd C. Headrick, Shlomo S. Sawilowsky — 1999
Nonnormalities and Tests of Asset Pricing TheoriesJ. F. Affleck‐Graves, Bill McDonald — 1989
Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributionsTodd C. Headrick — 2002
On robusiness of the normal-theory based asymptotic distributions of three reliability coefficient estimatesKe‐Hai Yuan, Peter M. Bentler — 2002
Benchmarking Data Mining AlgorithmsBalaji Rajagopalan, Ravi Krovi — 2002
Testing Variability in the Two-Sample CasePhilip H. Ramsey, Philip H. Ramsey, Patricia P. Ramsey — 2007
SAS for Monte Carlo Studies: A Guide for Quantitative ResearchersJeff Allen — 2006

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