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Differences between revisions 19 and 21 (spanning 2 versions)
 ⇤ ← Revision 19 as of 2008-02-13 11:14:12 → Size: 758 Editor: PeterWatson Comment: ← Revision 21 as of 2008-02-13 12:16:55 → ⇥ Size: 882 Editor: PeterWatson Comment: Deletions are marked like this. Additions are marked like this. Line 5: Line 5: 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).] Line 13: Line 13: which is of form\$\$A^text{-1/B}ln(2)^text{-1/B}\$\$where A and B are the two parameters of the Weibull distribution.

# 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.

which is of form

\$\$Atext{-1/B}ln(2)text{-1/B}\$\$

where A and B are the two parameters of the Weibull distribution. (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.```

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