Notes And Comments


, Volume 48, Issue 3, pp 465-471

First online:

Simulating multivariate nonnormal distributions

  • C. David ValeAffiliated withAssessment Systems Corporation
  • , Vincent A. MaurelliAffiliated withAssessment Systems Corporation

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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.

Key words

random numbers random number generation