Southern Illinois University Carbondale, Illinois, USA.
Br J Math Stat Psychol. 2010 Feb;63(Pt 1):63-74. doi: 10.1348/000711009X423067. Epub 2009 Apr 8.
The Tukey family of g-and-h distributions is often used to model univariate real-world data. There is a paucity of research demonstrating appropriate multivariate data generation using the g-and-h family of distributions with specified correlations. Therefore, the methodology and algorithms are presented to extend the g-and-h family from univariate to multivariate data generation. An example is provided along with a Monte Carlo simulation demonstrating the methodology. In addition, algorithms written in Mathematica 7.0 are available from the authors for implementing the procedure.
Tukey 一族 g-h 分布常用于对单变量实际数据建模。在使用指定相关系数的 g-h 分布族对多元数据进行适当生成方面，研究还很少。因此，本文提出了将 g-h 族从单变量扩展到多元数据生成的方法和算法。本文提供了一个例子，并进行了蒙特卡罗模拟，以演示该方法。此外，作者还提供了用 Mathematica 7.0 编写的算法，用于实现该过程。
