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[Help-gsl] Random Number Algorithm with specific stats


From: Huddwah
Subject: [Help-gsl] Random Number Algorithm with specific stats
Date: Fri, 20 Apr 2007 04:49:50 -0700

Hello,

I would like to create a large random dataset and be able to specify the Std
Dev., Mean, Kurtosis & Skewness.
I have coded up a few different random number generators from scratch that
create gaussian/normal distributions. I can get as far as specifying the
mean and standard deviation but have no idea how to incorporate specified
values for Kurtosis and Skewness.

For e.g. the box-muller-method creates a normal distribution of random
numebrs and looks something like this :

x=random_0_1();
y=random_0_1();

    $normrandom=sqrt(-2*log($x))*cos(2*pi()*$y);

Can anyone help me?


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