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Type the odd letters out: ONlY twO thinGs aRE infiNite

Revision 20 as of 2008-02-13 11:14:21

location: FAQ / gamma

How do I produce random variables which follow a negatively skewed distribution?

Most distributions such as the exponential and log-Normal distributions are positively skewed with the mode of the distribution occurring for lower values.

The Weibull distribution is negatively skewed and may be generated [http://www.taygeta.com/random/weibull.xml using random variables which are uniform on the interval (0,1).]

The below produces an open ended negatively skewed weibull distribution with parameters, 2 and 20. It has a median of

$$2text{-0.05}ln(2)text{0.05}$$ = 0.95.

(See [http://www.weibull.com/AccelTestWeb/weibull_distribution.htm here for formulae).]

compute wrv= (-(1/2)*(ln(1-rv.uniform(0,1))))**(0.05).
exe.