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How can I get a distribution with the same mean and variance but different skewness?

Tags:

statistics

  1. I have the mean, variance and skewness of skew-normal distributed random numbers.
  2. I have the mean variance and skewness of any distribution of random numbers.

How can I have same mean and variance but different skewness?

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Amber Avatar asked Oct 21 '25 05:10

Amber


1 Answers

I second daroczig's answer.

Also, if your data are all positive, a convenient skewed distribution to work with is the gamma. It has two parameters, shape and scale. The mean is shape*scale and the variance is shape*scale*scale. So to match your mean and variance, set the scale of the gamma equal to the ratio of your variance to your mean. Then once you have the scale, set the shape to the mean divided by the scale.

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John D. Cook Avatar answered Oct 24 '25 21:10

John D. Cook



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