|
Size: 671
Comment:
|
Size: 669
Comment:
|
| Deletions are marked like this. | Additions are marked like this. |
| Line 10: | Line 10: |
| $$2^text{-0.05}$$ln(2)^text{0.05}$$ | $$2^text{-0.05}ln(2)^text{0.05}$$ |
How do I produce random variables which follow a negatively skewed distribution?
Most distributions such as the exponential and log-Normal distributions are positively skewed with the mode of the distribution occurring for lower values.
The Weibull distribution is negatively skewed and may be generated [http://www.taygeta.com/random/weibull.xml using random variables which are uniform on the interval [0,1]]
The below produces an open ended negatively skewed weibull distribution with parameters, 2 and 20. It has a median of
$$2text{-0.05}ln(2)text{0.05}$$ = 0.95.
compute wrv= (-(1/2)*(ln(1-rv.uniform(0,1))))**(0.05). exe.