Is there some reasonable way to generate random data from a distribution that has some degree of skewness and/or kurtosis, but would otherwise be normal? thanks, -------------- next part -------------- A non-text attachment was scrubbed... Name: greiff.vcf Type: text/x-vcard Size: 398 bytes Desc: Card for Warren R. Greiff Url : https://stat.ethz.ch/pipermail/r-help/attachments/20011210/2170bc6f/greiff.vcf
A similar question came up recently on the list (you can search the archives for keywords like "kurtosis" at www.r-project.org, or more easily at Jonathan Baron's site, http://finzi.psych.upenn.edu/search.html). http://www.r-project.org/nocvs/mail/r-help/2001/5320.html This query was about distributions with zero skewness and positive kurtosis, but I think some of the answers may be helpful if you follow them up. Just to caution you, it's not clear what "would otherwise be normal" means in this context -- I suppose you could say you want a parametric family of distributions that includes the normal distribution when some parameters are set to special values, but allow other possibilities with non-zero higher cumulants ... (the gamma, t, and possibly weibull distributions spring to mind). http://www.r-project.org/nocvs/mail/r-help/2001/5320.html On Mon, 10 Dec 2001, Warren R. Greiff wrote:> Is there some reasonable way to generate random data from a > distribution that has some degree of skewness and/or kurtosis, but > would otherwise be normal? > > thanks,-- 318 Carr Hall bolker at zoo.ufl.edu Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Many people pointed out that it wasn't clear what I meant by "otherwise be normal?". To be frank, I wasn't quite sure what I meant myself, which was why I wrote "some reasonable way". One condition I had in mind was that if the parameters for skewness, and kurtosis were set to 0, I'd be left with the normal distributions. Seems to me a number of responses may point me to solutions for my problem. Bob Wheeler's suggestion to look at the Johnson family of distributions in SuppDists looks particularly promising, so I'll start there. The generalized lambda approach mentioned by Michaell Taylor looks more complicated, but I found R code for it in the gld Package and will look into that possibility too, when I get a chance. thanks all, -------------- next part -------------- A non-text attachment was scrubbed... Name: greiff.vcf Type: text/x-vcard Size: 398 bytes Desc: Card for Warren R. Greiff Url : https://stat.ethz.ch/pipermail/r-help/attachments/20011211/df273c9e/greiff.vcf
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