[R] Generate rand. data with zero skewness and some kurtosis

Thomas Lumley tlumley at u.washington.edu
Mon Oct 1 22:52:50 CEST 2001

On Fri, 28 Sep 2001, Abdul Kudus wrote:

> Dear all,
> Right now, I'm doing research about outlier in statistical data
> (univariate and multivariate) and I want to simulate its behavior.  My
> problem is :
> How to generate random data from distribution with zero skewness and
> some kurtosis values in R ?

The t-distribution family may help.  These have zero skewness and
kurtosis ranging from the normal to infinite. I don't know offhand the
relationship between degrees of freedom and kurtosis, but it should be
easy to look up (or evaluate by simulation).


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