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st: Creating a distribution from moments
I have summary statistics for four moments of the density of y:
mean=877; std. deviation=611; skewness=0.658; kurtosis=2.278. Is it
possible for me to use this information to generate a hypothetical
density whose four moments approximate these values?
The analogy here would be creating, for example, a Gaussian distribution
set obs 1000
My question relates to when one does not want a standard density but
possibly some parameterization of a Beta or Gamma that fits the four
I have searched through the probability distributions and density
functions in Stata (I'm using version 8.2SE), but it is not immediately
obvious to me that I can do this.
Any help would be appreciated.
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