Please give reference(s)!
Nick
[email protected]
Naji Nassar
to generate random variable, on can consider Ramberg method (1972-1974) it
allows to draw random variable given the four first moment (mean, variance,
skewness & kurtosis)
Maarten buis�
>> I have a dataset of 1500 observations, each with an
>> identifier and a -y- value. -y- is highly skewed, and
>> nothing I've tried seems to normalize it.
>>
>> I'd like to simulate the distribution of -y-. Is there
>> a reasonable way to do this if I can't find a transform
>> of it that looks like a standard distribution?
>
> You can sample with replacement from the empirical
> distribution of y using -bsample-:
>
> keep y
> bsample
>
> The variable y is now a random draw from the empirical
> distribution of y.
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