dc.contributor.author | Pant, Mohan | |
dc.contributor.author | Headrick, Todd C. | |
dc.date.accessioned | 2013-01-31T16:19:41Z | |
dc.date.available | 2013-01-31T16:19:41Z | |
dc.date.issued | 2012 | |
dc.identifier.citation | Published in Applied Mathematical Sciences, 6:6437-6475,2012 | en_US |
dc.identifier.uri | http://hdl.handle.net/10106/11269 | |
dc.description.abstract | Power method polynomials are used for simulating non-normal distributions with specified 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 specified valued of L-skew, L-kurtosis, and L-correlation. Evaluation of the proposed doubling technique indicated that estimates of L-skew, L-kurtosis, and L-correlation are superior to conventional product-moments in terms of relative bias and relative efficiency when extreme non-normal distributions are of concern. | en_US |
dc.language.iso | en_US | en_US |
dc.publisher | Hikari Ltd, | en_US |
dc.subject | Doubling technique | en_US |
dc.subject | Monte Carlo simulation | en_US |
dc.subject | Skew | en_US |
dc.subject | Kurtosis | en_US |
dc.subject | L-skew | en_US |
dc.subject | L-kurtosis | en_US |
dc.title | A doubling technique for the power method transformations | en_US |
dc.type | Article | en_US |
dc.publisher.department | Department of Curriculum & Instruction, The University of Texas at Arlington | |
dc.identifier.externalLink | https://www.uta.edu/ra/real/editprofile.php?pid=10568&onlyview=1 | en_US |
dc.identifier.externalLinkDescription | Link to Research Profiles | en_US |