Reply by Joe Sababa October 8, 20012001-10-08
Hi,
You can generate the following distribution:
P=rand(1,10000); %sample size 10,000
P1=P(P<0.5);
P2=P(P>=0.5);
X1=(2*P1).^(1/3)-1;
X2=1-(2*P2-1).^(1/3);
X=[X1 X2];
hist(X,40) % see the distribution
Var=sum(X.^2)/1000 % 1000 factor to normalize
variance
% see properties:
sum(X.^3)/1000

ans =

0.0057 % This is zero
sum(X.^4)/1000

ans =

0.3016 % This is small
Joe is back from vacation
--
BSTEX-equation viewer for MATLAB
http://www.geocities.com/bstex2001 --- 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 Matlab ?
>
> A. Kudus
> ==========================
> Dept. of Statistics
> Bandung Islamic University
> I n d o n e s i a
> ========================== >
>


__________________________________________________


Reply by Abdul Kudus September 28, 20012001-09-28
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 Matlab ?

A. Kudus
==========================
Dept. of Statistics
Bandung Islamic University
I n d o n e s i a
==========================