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Full-Text Articles in Applied Statistics
Jmasm35: A Percentile-Based Power Method: Simulating Multivariate Non-Normal Continuous Distributions (Sas), Jennifer Koran, Todd C. Headrick
Jmasm35: A Percentile-Based Power Method: Simulating Multivariate Non-Normal Continuous Distributions (Sas), Jennifer Koran, Todd C. Headrick
Journal of Modern Applied Statistical Methods
The conventional power method transformation is a moment-matching technique that simulates non-normal distributions with controlled measures of skew and kurtosis. The percentile-based power method is an alternative that uses the percentiles of a distribution in lieu of moments. This article presents a SAS/IML macro that implements the percentile-based power method.