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Re: st: drawnorm equivalent for different distribution types?
From
Stas Kolenikov <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: drawnorm equivalent for different distribution types?
Date
Sun, 1 Sep 2013 16:09:14 -0500
I have a prototype code implementing Vale-Maurelli procedure of
generating two standardized (mean zero, variance 1) random variables
with a given population skewness and kurtosis, as well as a given
correlation. It's not available on the web, but I can send you the
existing code and beta-documentation (a medium-rare SJ submission).
-- Stas Kolenikov, PhD, PStat (ASA, SSC)
-- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer
-- http://stas.kolenikov.name
On Sun, Sep 1, 2013 at 3:21 PM, Ariel Linden, DrPH
<[email protected]> wrote:
> Hi All,
>
> Is there an equivalent to -drawnorm- for different distribution types? So
> for example, let's say I wanted two Poisson distributed variables with a
> correlation of 0.50? Or a chi-sq distribution, etc...
>
> Thanks!
>
> Ariel
>
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