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| 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 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)] |
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.