Johnson's SU-distribution

Johnson's SB random variables can be generated from U as follows: The SB-distribution is convenient to Platykurtic distributions (Kurtosis).

To simulate SU, sample of code for its density and cumulative distribution function is available here Johnson's

[3] This comes as a superior alternative to using the Normal distribution to model asset returns.

An R package, JSUparameters, was developed in 2021 to aid in the estimation of the parameters of the best-fitting Johnson's

QPDs can provide greater shape flexibility than the Johnson system.