How to generate distributions given, mean, SD, skew and kurtosis in R?

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既然无缘
既然无缘 2020-11-28 04:03

Is it possible to generate distributions in R for which the Mean, SD, skew and kurtosis are known? So far it appears the best route would be to create random numbers and tra

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  •  醉话见心
    2020-11-28 04:32

    As @David and @Carl wrote above, there are several packages dedicated to generate different distributions, see e.g. the Probability distributions Task View on CRAN.

    If you are interested in the theory (how to draw a sample of numbers fitting to a specific distribution with the given parameters) then just look for the appropriate formulas, e.g. see the gamma distribution on Wiki, and make up a simple quality system with the provided parameters to compute scale and shape.

    See a concrete example here, where I computed the alpha and beta parameters of a required beta distribution based on mean and standard deviation.

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