RiskJohnsonMoments
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Description |
RiskJohnsonMoments(mean, standardDeviation, skewness, kurtosis) specifies one of four distributions functions (all members of the Johnson system) that matches the specified mean, standard deviation, skewness, and kurtosis. This resulting distribution is either a JohnsonSU, JohnsonSB, lognormal, or normal distribution.
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Examples |
RiskJohnsonMoments(10,20,4,41) returns a distribution from the Johnson family that has mean 10, standard deviation 20, skewness 4, and kurtosis 41. RiskJohnsonMoments(A6,A7,A8,A9) returns a distribution from the Johnson family that takes the four parameters from cells A6 to A9.
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Guidelines |
standard deviation must be positive. kurtosis must be greater than 1. |
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Parameters |
s continuous shape parameter k continuous shape parameter |
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Domain |
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Density and Cumulative Distribution Functions |
See entries for each Johnson system distribution
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Mean |
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Variance |
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Skewness |
s |
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Kurtosis |
k |
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Mode |
No Closed Form |
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Examples |
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continuous location parameter
continuous scale parameter 
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