Work

Transformations of the multivariate normal distribution with applications to simulation. [Johnson transformation system]

Year: 1978

Type: conference-paper

Abstract: Some results on the Johnson transformation system are obtained which can enhance applications of this system in multivariate Monte Carlo simulation studies. The primary contribution is that the mean vector and the covariance matrix in the transformed population can be specified. Applications of this system to Monte Carlo simulation studies is discussed.

Source: University of North Texas Digital Library (University of North Texas)

Authors: Johnson, M. E., Ramberg, J. S.

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W345685326

FWCI:

Cites:

Cited by: 1

Related to: 10