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I can measure a distribution's kurtosis and skewness using the moments package, and simulate a distribution using rnorm(), but I don't know how to apply the two together to simulate a non-normal distribution. Is there a package that can help? Most of the things I looked up haven't been very helpful.

For example, I would like to generate a distribution that has a leptokurtic distribution (say a kurtosis of 5), and a skewness of -.3 . Is there a way to apply that specific kurtosis and skewness to a distribution that is assumed normal?

Jim
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  • Also see: [Transformation to increase kurtosis and skewness of normal r.v](http://stats.stackexchange.com/questions/43482/transformation-to-increase-kurtosis-and-skewness-of-normal-r-v) – Jota Dec 20 '15 at 04:22

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