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: [email protected]
WWW: http://www.nd.edu/~rwilliam
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