[R] Generating Heavy and Light Tailed Normal Variates

Bert Gunter bgunter.4567 at gmail.com
Fri Dec 16 17:20:27 CET 2016


Sorry, but you need to do some studying of statistical theory. The
normal/Gaussian distribution has a fixed kurtosis of 3.0. **There is
no kurtosis parameter.**

Again, this is not the place for such discussions.

-- Bert




Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Fri, Dec 16, 2016 at 8:09 AM, Dan Abner <dan.abner99 at gmail.com> wrote:
> Hi Bert,
>
> Thank you for the response. Let me re-phrase:
>
> What is the most efficient way to generate variates from a unimodal
> symmetric distribution that are leptokurtic or platykurtic in R? There does
> not appear to be a kurtosis parameter for rnorm().
>
> Thanks all,
>
> Dan
>
> On Fri, Dec 16, 2016 at 10:15 AM, Bert Gunter <bgunter.4567 at gmail.com>
> wrote:
>>
>> There is no such thing as "heavy and light tailed normal variates."
>> The normal distribution is normal, period.
>>
>> Ask this on stats.stackexchange.com. It is about statistics not R, and
>> a sensible answer heavily depends on the context you have in mind.
>>
>> Cheers,
>> Bert
>>
>>
>>
>>
>> Bert Gunter
>>
>> "The trouble with having an open mind is that people keep coming along
>> and sticking things into it."
>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>>
>>
>> On Fri, Dec 16, 2016 at 6:45 AM, Dan Abner <dan.abner99 at gmail.com> wrote:
>> > Hi all,
>> >
>> > I need to generate heavy and light-tailed normal variates separately for
>> > demonstration purposes. I figure for the heavy-tailed, I will just
>> > generate
>> > variates from a t distribution with low degrees of freedom. How does one
>> > generate light-tailed normal variates?
>> >
>> > Thanks,
>> >
>> > Dan
>> >
>> >         [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
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>> > http://www.R-project.org/posting-guide.html
>> > and provide commented, minimal, self-contained, reproducible code.
>
>



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