[R] Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness?

[Yihui Xie]

Hi,

Certainly it's possible. Use any distribution function as long as you
can change its skewness and kurtosis, e.g. the Chi-square
distribution. The corresponding R functions are p*, q*, d*, and r* - I
think you know these functions already (e.g. rchisq()).

The only thing that you should be clear about is the relationship
between the arguments of distribution functions in R and those in a
certain theoretical distribution. Refer to
http://en.wikipedia.org/wiki/Probability_distribution if you don't
remember those formulae for skewness and kurtosis.

Regards,
Yihui
--
Yihui Xie <xieyihui at gmail.com>
Phone: +86-(0)10-82509086 Fax: +86-(0)10-82509086
Mobile: +86-15810805877
Homepage: http://www.yihui.name
School of Statistics, Room 1037, Mingde Main Building,
Renmin University of China, Beijing, 100872, China



On Tue, Sep 23, 2008 at 10:59 PM, zhijie zhang <epistat at gmail.com> wrote:
> Dear R users,
>  I hope to explain the concepts of skewness and kurtosis by generating
> series of distributions with same skewness and different kurtosis or  with
> same kurtosis and different skewness, but it seems that i cannot find the
> right functions.
>  I have searched the mailing list, but no answers were found.
>  Is it possible to do that in R? Which function could be used?
>  Thanks a lot.
>
> --
> With Kind Regards,
>
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> Zhi Jie,Zhang ,PHD
> Tel:+86-21-54237149
> Dept. of Epidemiology,School of Public Health,Fudan University
> Address:No. 138 Yi Xue Yuan Road,Shanghai,China
> Postcode:200032
> Email:epistat at gmail.com <Email%3Aepistat at gmail.com>
> Website: www.statABC.com
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