| |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Creating a distribution from moments
Dear Statalisters,
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
by:
set obs 1000
gen z1=invnorm(uniform())
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
moments.
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.
Thanks,
Reza
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/