A Fortran Solution for Evaluating the Coefficients of the Power Method for Nonnormal Transformation

Abstract

With the aid of the IMSL, a FORTRAN program has been written for identifying coefficients derived from the power method developed by Fleishman for nonnormal transformations of a standard normal variable. With this program researchers can discern whether or not specific nonnormal conditions are attainable. After identifying the appropriate coefficients, researchers can now easily obtain nonnormal variables that have the prespecified skewness and kurtosis from a standard normal variable.