Message-ID: <Pine.A41.4.33.0110011350230.60010-100000@homer25.u.washington.edu>
Date: 2001-10-01T20:52:50Z
From: Thomas Lumley
Subject: Generate rand. data with zero skewness and some kurtosis
In-Reply-To: <200109280608.IAA17415@stat.math.ethz.ch>
On Fri, 28 Sep 2001, 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 R ?
The t-distribution family may help. These have zero skewness and
kurtosis ranging from the normal to infinite. I don't know offhand the
relationship between degrees of freedom and kurtosis, but it should be
easy to look up (or evaluate by simulation).
-thomas
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