×

About the calculation of the coefficients of the Fleishman distributions. (English) Zbl 07218576

Summary: The Fleishman system of distributions is often used in simulation experiments to generate non-normal distributions with given skewness \(\gamma_1\) and kurtosis \(\gamma_2\). A Fleishman distribution is generated from a standard normal random variable \(\boldsymbol{x}\) (expectation \(\mu = 0\) and variance \(\sigma^2 = 1)\) by the cubic random function \(\boldsymbol{y} = a + b\boldsymbol{x} + c\boldsymbol{x}^2 + d\boldsymbol{x}^3\) with real parameters \(a, b, c\) and \(d\). For appropriate pairs \((\gamma_1, \gamma_2)\) members of the system exist. The coefficients can be calculated from a nonlinear system of algebraic equations. We are interested in the different real solutions. Solvability conditions and properties of solutions are discussed. The mathematical software MATLAB is used to compute special solutions and to get some insight into the solution structure.

MSC:

65Cxx Probabilistic methods, stochastic differential equations

Software:

Matlab; miscor
Full Text: DOI

References:

[1] Fleishman, AJ, A method for simulating non-normal distributions, Psychometrica, 43, 521-532 (1978) · Zbl 0388.62023 · doi:10.1007/BF02293811
[2] MATLAB (2019) Commercial software of the US-American concern MathWorks for solution of mathematical problems and for graphical representation of results. www.mathworks.com
[3] Nürnberg G (1982) Beiträge zur Versuchsplanung für die Schätzung von Varianzkomponenten und Robustheitsuntersuchungen zum Vergleich zweier Varianzen. Probleme der angewandten Statistik, Heft 6
[4] Pearson, K., Editorial note to Inequalities for moments of frequency functions and for various statistical constants, Biometrika, 21, 361-375 (1929) · JFM 55.0923.04 · doi:10.1093/biomet/21.1-4.337
[5] Rasch, D., Mathematische Statistik (1995), Leipzig: Johann Ambrosius Barth Verlag, Leipzig · Zbl 0832.62001
[6] Rasch, D.; Schott, D., Mathematical statistics (2018), Oxford, UK: Wiley, Oxford, UK · Zbl 1418.62008
[7] Rasch, D.; Verdooren, R.; Pilz, J., Applied statistics, theory and problem solutions with R (2020), Oxford, UK: Wiley, Oxford, UK
[8] Rasch, D.; Yanagida, T., An optimal two-stage procedure to select the best out of normal population, J Stat Theory Pract, 13, 3 (2019) · Zbl 1426.62081 · doi:10.1007/s42519-018-0006-7
[9] Yanagida T (2016) Miscor: miscellaneous functions for the correlation coefficient. R package version 0.1-0. https://cran.r-project.org/web/packages/miscor
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.