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a normalized fourth moment of a distribution or dataset, or other aspects of fat tails
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How do I reproduce this distribution (with observed means, sd, kurtosis, skewness and correl...
[,1])
skewness(dat$V1); skewness(sim_var[,1])
mean(dat$V2); mean(sim_var[,2])
sd(dat$V2); sd(sim_var[,2])
kurtosis(dat$V2); kurtosis(sim_var[,2])
skewness(dat$V2); skewness(sim_var[,2])
mean(dat$V3); … mean(sim_var[,3])
sd(dat$V3); sd(sim_var[,3])
kurtosis(dat$V3); kurtosis(sim_var[,3])
skewness(dat$V3); skewness(sim_var[,3])
cor(dat); cor(sim_var)
Simply speaking, I want to reproduce V1, V2 and …