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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>
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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:

Thread (7 messages)

zhijie zhang Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness? Sep 23 Yihui Xie Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness? Sep 23 Hadley Wickham Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness? Sep 23 zhijie zhang Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness? Sep 23 Yihui Xie Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness? Sep 23 Gabor Grothendieck Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness? Sep 24 Greg Snow Generating series of distributions with the same skewness and different kurtosis or with same kurtosis and different skewness? Sep 24