I currently have a test data set that has 500k data points. I have an algorithm that process that data and returns some information. In order to establish the statistical significance of the results Id like to run a monte carlo simulation. I would do this by taking the:
- Std deviation
And generating a series of randomized data sets, on which I would run my algorithm again.
How would I generated a data-set with the same number of data points that have the exact same kurtosis std deviation mean and skewness?