NORmal To Anything

Définition

Normal to Anything est une méthode utilisée pour générer au hasard des valeurs à partir des distributions spécifiées, tout en préservant la structure de covariance/corrélation entre les variables.

Français

NORTA  ???

Anglais

Normal To Anything distribution

NORTA

The central idea is to transform a multivariate normal random vector into the desired random vector, so we refer to these vectors as having a NORTA (NORmal To Anything) distribution.

NORTA vectors are most useful when the marginal distributions of the component random variables are neither identical nor from the same family of distributions, and they are particularly valuable when the dimension of the random vector is greater than two.

Source : Statistica