Reputation: 267
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.
Upvotes: 7
Views: 1702
Reputation: 54380
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
Upvotes: 4