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Re: st: Can't generate perfect theoretic standard normal.


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Can't generate perfect theoretic standard normal.
Date   Wed, 09 May 2007 19:07:21 -0400

At 05:46 PM 5/9/2007, D H wrote:
Apparently, I need an infinite sample size to obtain a perfect
theoretic standard normal distribution with zero skew, variance
exactly 1 and kurtosis exactly 3.
Is this close enough for you?  At least the variance is exactly right.

. corr2data x, n(1000000) double
(obs 1000000)

. sum x, detail

                              x
-------------------------------------------------------------
      Percentiles      Smallest
 1%     -2.32749      -4.549809
 5%    -1.645782      -4.513217
10%    -1.281567      -4.506097       Obs             1000000
25%    -.6743308      -4.487208       Sum of Wgt.     1000000

50%     .0004037                      Mean          -8.82e-12
                        Largest       Std. Dev.             1
75%      .673634        4.64421
90%      1.28001        4.64645       Variance              1
95%     1.644847       4.684525       Skewness       .0009661
99%     2.327224       5.359612       Kurtosis       3.005833



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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