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Simulating multivariate nonnormal distributions

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Abstract

A method for generating multivariate nonnormal distributions with specified intercorrelations and marginal means, variances, skews, and kurtoses is proposed. As an example, the method is applied to the generation of simulated scores on three psychological tests administered to a single group of individuals.

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The authors wish to thank David J. Weiss for his critical review of a draft of this manuscript and Kathleen A. Gialluca and Jack T. Litzau for their assistance in verifying equations and computer programs.

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Vale, C.D., Maurelli, V.A. Simulating multivariate nonnormal distributions. Psychometrika 48, 465–471 (1983). https://doi.org/10.1007/BF02293687

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  • DOI: https://doi.org/10.1007/BF02293687

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