Re: random number generation

In article <ef0f67e.6@xxxxxxxxxxxxxxxx>,
PB <pbodin@xxxxxxxxxxxxxxxxxxx> wrote:

> John D'Errico wrote:
> >
> >
> > In article <ef0f67e.0@xxxxxxxxxxxxxxxx>,
> > PB <pbodin@xxxxxxxxxxxxxxxxxxx> wrote:
> >
> >> Sarah wrote:
> >> >
> >> >
> >> > Is there a way to generate a random number with a set
> mean,
> >> > standard
> >> > deviation, and skewness?
> >>
> >> The short answer is no. You can´t generate random numbers with
> a
> >> chosen skewness or kurtosis.
> >
> > Well, yes you can. There are families of distributions
> > that essentially allow you to set a skewwness and
> > Kurtosis. These two parameters imply one member of
> > that family, then you use that distribution for the
> > generated variates. In this case, pick your favorite
> > Kurtosis in advance, then match the skewness.
> >
> > Look for either the Pearson or Johnson families. Start
> > in Johnson, Kotz & Balakrishnan (or just Johnson & Kotz
> > if you have access to an older edition.)
> >
> > HTH,
> > John D'Errico
> >
> >
> > --
> > The best material model of a cat is another, or
> > preferably the same, cat.
> > A. Rosenblueth, Philosophy of Science, 1945
> >
>
> Thanks for the information John. Your never stop to learn things
> around here.
>
> /PB

I think I always preferred the Pearson family. If I
remember properly, it includes the normal, gamma, beta,
lognormal, etc. I also remember a nice plot, where as
a function of the skewness and kurtosis, you could
identify which member of the distribution family you
had. I've wanted it a few times. One day I should take
a bit and write some code for it. I'll just add it to
the (long) list.

John


--
The best material model of a cat is another, or
preferably the same, cat.
A. Rosenblueth, Philosophy of Science, 1945
.

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