Diff for "FAQ/gamma" - CBU statistics Wiki
location: Diff for "FAQ/gamma"
Differences between revisions 2 and 3
 ⇤ ← Revision 2 as of 2008-02-12 16:41:35 → Size: 530 Editor: PeterWatson Comment: ← Revision 3 as of 2008-02-12 17:24:10 → ⇥ Size: 859 Editor: PeterWatson Comment: Deletions are marked like this. Additions are marked like this. Line 1: Line 1: Line 9: Line 8: The below produces negatively skewed data with no upper bound.{{{define !gamma ( !pos !tokens(1)                /!pos !tokens(1)).!do !i=!1 !to !2 !by 1.compute !concat(a,!i)=-(10000)*ln(rv.uniform(0,1)*10000).!doend.!enddefine.!gamma 1 2.exe.compute sum=0.exe.compute sum=-(a1+a2).exe.}}}

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.

The below produces negatively skewed data with no upper bound.

define !gamma ( !pos !tokens(1)
/!pos !tokens(1)).
!do !i=!1 !to !2 !by 1.
compute !concat(a,!i)=-(10000)*ln(rv.uniform(0,1)*10000).
!doend.
!enddefine.

!gamma 1 2.
exe.

compute sum=0.
exe.

compute sum=-(a1+a2).
exe.

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