pearsrnd
Pearson system random numbers
Syntax
Description
generates a random number drawn from the Pearson distribution with mean
r
= pearsrnd(mu
,sigma
,skew
,kurt
)mu
, standard deviation sigma
, skewness
skew
, and kurtosis kurt
.
Note
Because r
is a random sample, its sample moments, especially the
skewness and kurtosis, typically differ somewhat from the specified distribution
moments.
pearsrnd
uses the definition of kurtosis for which a normal
distribution has a kurtosis of 3. Some definitions of kurtosis subtract 3, so that a
normal distribution has a kurtosis of 0. The pearsrnd
function does
not use this convention.
Examples
Input Arguments
Output Arguments
References
[1] Johnson, N.L., S. Kotz, and N. Balakrishnan (1994) Continuous Univariate Distributions, Volume 1, Wiley-Interscience, Pg 15, Eqn 12.33.
Extended Capabilities
Version History
Introduced in R2006a