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- W1506102011 abstract "Power method polynomials are used for simulating non-normal distributions with specied product moments or L-moments. The power method is capable of producing distributions with extreme values of skew (L-skew) and kurtosis (L-kurtosis). However, these distributions can be extremely peaked and thus not representative of real-world data. To obviate this problem, two families of distributions are introduced based on a doubling technique with symmetric standard normal and logistic power method distributions. The primary focus of the methodology is in the context of L-moment theory. As such, L-moment based systems of equations are derived for simulating univariate and multivariate non-normal distributions with specied values of L-skew, L-kurtosis, and L-correlation. Evaluation of the proposed doubling technique indicates that estimates of L-skew, L-kurtosis, and L-correlation are superior to conventional product-moments in terms of relative bias and relative eciency when extreme non-normal distributions are of concern." @default.
- W1506102011 created "2016-06-24" @default.
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- W1506102011 date "2012-01-01" @default.
- W1506102011 modified "2023-09-24" @default.
- W1506102011 title "A Doubling Technique for the Power Method Transformations" @default.
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