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   Finding PDF with std deviation, mean and skewness
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   Author  Topic: Finding PDF with std deviation, mean and skewness  (Read 4658 times)
rainman2354
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Finding PDF with std deviation, mean and skewness  
« on: Oct 15th, 2004, 12:07am »
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I'm stuck on a problem where I am trying to find the probbability density function. Anyone know a formula to get it given values for standard deviation, skewness coefficient, and mean?
« Last Edit: Oct 15th, 2004, 12:09am by rainman2354 » IP Logged
towr
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Re: Finding PDF with std deviation, mean and skewn  
« Reply #1 on: Oct 15th, 2004, 1:03am »
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I think that to get the exact PDF you will need all the (central?) moments, not just those few derivatives..
http://en.wikipedia.org/wiki/Moment_%28mathematics%29
At best you can get some approximation. You can probably make a skewed sort of normal distribution
« Last Edit: Oct 15th, 2004, 1:06am by towr » IP Logged

Wikipedia, Google, Mathworld, Integer sequence DB
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