Abstract #301940

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JSM 2003 Abstract #301940
Activity Number: 254
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 12:00 PM to 1:50 PM
Sponsor: Section on Statistical Computing
Abstract - #301940
Title: Generating Random Data with Specific Moments
Author(s): Donald W. McCormack*+
Companies: Sematech
Address: 2706 Montopolis Dr., Austin, TX, 78741-6408,
Keywords: random variables ; moments ; simulation
Abstract:

Departures from normality occur frequently enough that it is advantageous to investigate the properties of statistics when normality does not hold. Historically, simulating data from non-normal populations has been achieved by using distributions with nonzero skew and kurtosis, such as the Gamma. The drawback to this approach is that the range of values for these moments are limited. In addition, in many cases, higher order moments are not independent, leaving the investigator unable to specify values for each. The author investigates several approaches to generating random data when there is a desire to draw values from a distribution where more moments than the mean and variance are specified. Advantages and disadvantages of each method are detailed from the statistical, computational, and application perspectives. A quick, simple, and readily available approach is suggested that can be implemented by individuals with little or no knowledge of programming languages.

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