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Generation of Normal Random Numbers

4 messages · Amelia Vettori, Michael Bedward, Ed Keith

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This is not exactly an R specific question, but I think the people on this list can probably help.

I'm working on a simulation. In the model I have the first three moments of the distributions of the variables. I know how to generate a random number from a distribution given the first two moments assuming the third moment is 0. But I do not know how to generate a number drawn from a distribution with a nonzero third monument.

If someone could point me to a good reference I would appreciate it.

Thank you in advance,

   -EdK

Ed Keith
e_d_k at yahoo.com

Blog: edkeith.blogspot.com
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Hi Ed,

The sn package can generate random values from skewed Normal and t
distributions.

Also see here: http://azzalini.stat.unipd.it/SN/faq-r.html

Michael
On 11 January 2011 23:37, Ed Keith <e_d_k at yahoo.com> wrote: