Revision 1 as of 2008-02-12 16:40:26
|Deletions are marked like this.||Additions are marked like this.|
|Line 2:||Line 2:|
|=||= How do I produce random variables which follow a negative skew distribution? =
How do I produce random variables which follow a negative skew distribution?
Most distributions such as the exponential and log-Normal distributions are positive skewed with the model of the distribution for lower values.
[http://www.uib.no/people/ngbnk/kurs/notes/node31.html The Gamma distribution] which has two parameters, $$\alpha$$ and $$\beta$$ may produce negative skew where the model occurs for higher values (values > 0) when $$/alpha$$ is a lot greater than $$\beta$$. It also has no maximum value.