I would like to generate random numbers with a given mean, variance, skewness, and kurtosis from the Pearson system. I can do this in MATLAB using "pearsrnd" -- does scipy, statsmodels, or any other package have a similar function?
Thanks in advance.
In the new version (scipy >0.12.0
), there is one: scipy.stats.pearson3
. http://docs.scipy.org/doc/scipy-0.13.0/reference/generated/scipy.stats.pearson3.html
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