This paper derives closed-form solutions for the ??-and-h shape parameters associated with the Tukey family of distributions based\r\non the method of percentiles (MOP). A proposed MOP univariate procedure is described and compared with the method of\r\nmoments (MOM) in the context of distribution fitting and estimating skew and kurtosis functions. The MOP methodology is\r\nalso extended from univariate to multivariate data generation. A procedure is described for simulating nonnormal distributions\r\nwith specified Spearman correlations. TheMOP procedure has an advantage over theMOMbecause it does not require numerical\r\nintegration to compute intermediate correlations. Simulation results demonstrate that the proposedMOP procedure is superior to\r\nthe MOM in terms of distribution fitting, estimation, relative bias, and relative error.
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