[R-SIG-Finance] RNG from skewed Normal distribution
kriskumar at earthlink.net
Fri Feb 6 23:39:51 CET 2009
The package SuppDists and the Johnson distribution in there will do this
Zanella Marco wrote:
> Dear Sirs,
> I'm in trouble with a random number generation from a skewed Normal distribution. In detail I have to generate numbers from a Normal distribution with a certain skewness and kurtosis.
> It's an apparently simple problem but actually I have no idea how to solve it. Have you any suggestions?
> FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks & orcas on your desktop!
> Check it out at http://www.inbox.com/marineaquarium
> R-SIG-Finance at stat.math.ethz.ch mailing list
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
More information about the R-SIG-Finance