Skip to main content
Log in

Statistical simulation based on right skewed distributions

  • Original Paper
  • Published:
Computational Statistics Aims and scope Submit manuscript

Abstract

Statistical simulations in medical and biological research are usually conducted with normal random numbers. However, in many cases, the distributions of real data in medical fields are usually right skewed. The conclusions led by simulations with the misspecified model might be misleading because of a gap between real data’s distribution and theoretical one. In this paper, we provide the simulation procedure for right skewed data based on reparameterized, easily interpretable parameters of the Box–Cox transformation model which includes multivariate distributions and regression models. We also show that the provided procedure is widely applicable to real world based on laboratory data, and then we provide parameter vector sets obtained by reparameterized parameter estimates that would cover almost all situations in which the distributions of data were right skewed and unimodal.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5

Similar content being viewed by others

References

  • Box GEP, Cox DR (1964) An analysis of transformations. J R Stat Soc B 26:211–246

    MATH  Google Scholar 

  • Bickel P, Doksum K (1981) An analysis of transformations revisited. J Am Stat Assoc 76:296–311

    Article  MathSciNet  MATH  Google Scholar 

  • Ceyhan E, Goad CL (2009) A comparison of analysis of covariate-adjusted residuals and analysis of covariance. Commun Stat-Simul Comput 38:2019–2038

    Article  MathSciNet  MATH  Google Scholar 

  • Doksum KA, Wong CW (1983) Statistical tests based on transformed data. J Am Stat Assoc 78:411–417

    Article  MATH  Google Scholar 

  • Fitzmaurice GM, Laird NM, Ware JH (2011) Applied longitudinal analysis, 2nd edn. Wiley, New York

    MATH  Google Scholar 

  • Freeman J, Modarres R (2006) Inverse Box–Cox: the power-normal distribution. Stat Prob Lett 76:764–772

    Article  MathSciNet  MATH  Google Scholar 

  • Goto M, Hamasaki T (2002) The bivariate power-normal distribution. Bull Inform Cybermet 34:29–49

    MathSciNet  MATH  Google Scholar 

  • Goto M, Matsubara M, Tsuchiya Y (1983) Power-normal distribution and its applications. Rep Stat Appl Res JUSE 30:8–28

    MathSciNet  Google Scholar 

  • Goto M, Uesaka H, Inoue T (1979) Some linear models for power transformed data. Invited paper at the 10th international biometric conference, Res Rep no. 93, Res Instit Fund Infor Sc, Kyusyu University, pp 6–10

  • Gurka MJ, Edwards LJ, Muller KE, Kupper LL (2006) Extending the Box–Cox transformation to the linear mixed model. J R Stat Soc A 40:273–288

    Article  MathSciNet  Google Scholar 

  • Henry K, Erice A, Tierney C, Balfour HH Jr, Fischl MA, Kmack A, Liou SH, Kenton A, Hirsch MS, Phair J, Martinez A, Kahn JO for the AIDS Clinical Trial Group 193A Study Team (1998) A randomized, controlled, double-blind study comparing the survival benefit of four different reverse transcriptase inhibitor therapies (three-drug, two-drug, and alternating drug) for the treatment of advanced AIDS. J Acquir Immune Defic Syndr Hum Retrovirol 19:339–349

  • Joe H (2005) Asymptotic efficiency of the two-stage estimation method for copula-based model. J Multivar Anal 94:401–419

    Article  MathSciNet  MATH  Google Scholar 

  • Johnson NL, Kotz S, Balakrishnan N (1994) Continuous univariate distributions. Wiley, New York

    MATH  Google Scholar 

  • Lipsitz SR, Ibrahim J, Molenberghs G (2000) Using a Box–Cox transformation in the analysis of longitudinal data with incomplete responses. Appl Stat 49:287–296

  • Maruo K, Goto M (2013) Percentile estimation based on the power-normal distribution. Comput Stat 28:341–356

    Article  MathSciNet  MATH  Google Scholar 

  • Maruo K, Isogawa N, Gosho M (2015) Inference of median difference based on the Box–Cox model in randomized clinical trials. Stat Med 34:1634–1644

    Article  MathSciNet  Google Scholar 

  • Maruo K, Shirahata S, Goto M (2011) Underlying assumptions of the power-normal distribution. Behaviormetrika 38:85–95

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Kazushi Maruo.

Electronic supplementary material

Below is the link to the electronic supplementary material.

Supplementary material 1 (R 5 KB)

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Maruo, K., Yamabe, T. & Yamaguchi, Y. Statistical simulation based on right skewed distributions. Comput Stat 32, 889–907 (2017). https://doi.org/10.1007/s00180-016-0664-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00180-016-0664-4

Keywords

Navigation