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Thread Subject:
Weighted PDF

Subject: Weighted PDF

From: Salvinder

Date: 1 Nov, 2012 03:13:08

Message: 1 of 2

Good morning,

I have plotted a Probability Density Function based on the given simulated data. The Probability Density Function shows a normally distributed curve. Is there any possible way for me to adjust the simulated data in order for the PDF to be skewed right or left. Please do suggest.

Thanks.

Salvinder

Subject: Weighted PDF

From: dpb

Date: 1 Nov, 2012 13:13:47

Message: 2 of 2

On 10/31/2012 10:13 PM, Salvinder wrote:
> Good morning,
>
> I have plotted a Probability Density Function based on the given
> simulated data. The Probability Density Function shows a normally
> distributed curve. Is there any possible way for me to adjust the
> simulated data in order for the PDF to be skewed right or left. Please
> do suggest.
...

Sure...change the underlying sampling distributions. Depending on the
response of the model, though, it may take quite a lot to make a
discernible difference (remember the limit theorem that sum of rv's tend
to normal as number of independent rv's goes up)...

I once worked on an instrumentation system one of whose outputs was a
relative distribution of the measured variable and the control signal
was the limit/max of this response. A simulation of the system assuming
symmetric inputs resulted in an output distribution that was highly
right-skewed such that it looked much like an extreme value distribution
(which, of course, it was). The moral of the story is "it all depends"...

--

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