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This algorithm generates unimodal asymmetric random variables, suggesting a novel method for flexible statistical modeling.
Tukey's lambda distribution is generalized to provide an algorithm for generating values of unimodal asymmetric random variables. This algorithm has the same advantages as the symmetric random variable generator previously given by the authors, except that the addition of another parameter complicates the problem of finding the parameter values to fit a distribution.
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Ramberg et al. (1974) studied this question.
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