1
$\begingroup$

How can I change the Skew of a PDF without changing the Mean or Variance? And more generally, how can I change the Nth moment without changing any of the lower moments?

Vielen Dank im Voraus !

$\endgroup$
2
  • $\begingroup$ It depends on your measure of skew, but if you are using a scale-free and location-free measure of skewness then change your distribution to give the skewness you want and then rescale and relocate to get back the original mean and variance $\endgroup$
    – Henry
    Jun 28, 2021 at 14:08
  • $\begingroup$ By Skew I simply mean the 3rd moment, which I believe is well defined. Yes, I realize I can ex-post facto rescale and relocate, but I'm hoping for something more elegant. $\endgroup$
    – TPM
    Jun 28, 2021 at 18:16

0

You must log in to answer this question.

Browse other questions tagged .