Diff for "FAQ/gamma" - CBU statistics Wiki
location: Diff for "FAQ/gamma"
Differences between revisions 14 and 15
Revision 14 as of 2008-02-13 10:49:57
Size: 689
Editor: PeterWatson
Comment:
Revision 15 as of 2008-02-13 10:51:59
Size: 671
Editor: PeterWatson
Comment:
Deletions are marked like this. Additions are marked like this.
Line 9: Line 9:
$$
2^text{-0.05}((ln(2)^text{0.05})) = \mbox{approx. 0.95.}
$$

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

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.

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

None: FAQ/gamma (last edited 2013-03-08 10:17:36 by localhost)