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A Method for Simulating Non-Normal Distributions
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DOI：10.1007/bf02293811.png)
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Abstract
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A method of introducing a controlled degree of skew and kurtosis for Monte Carlo studies was derived. The form of such a transformation on normal deviates [X ~ N(0, 1)] is Y = a + bX + cX2 + dX3. Analytic and empirical validation of the method is demonstrated.
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