Abstract
The conventional power method transformation is a moment-matching technique that simulates non-normal distributions with controlled measures of skew and kurtosis. The percentile-based power method is an alternative that uses the percentiles of a distribution in lieu of moments. This article presents a SAS/IML macro that implements the percentile-based power method.
DOI
10.22237/jmasm/1462077660
Erratum
This paper was originally published in JMASM Algorithms & Code without its enumeration, JMASM35.
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
