pdf with skew and kurtosis


Hi,

How do I generate a pdf, given its mean, std, skew and kurtosis ?

The function 'gevpdf' (statistical toolbox) does this for a given
mean, std and skew. The function 'gevfit' fits a model of three
parameters (mean, std, skew) to any data. I'm looking for an extension
that also includes an additional parameter kurtosis.

Online search directs me to terms like - matching moments, edgeworth
series, etc; Is there a matlab implementation of these methods?

Thanks,
Sachin




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