HomeTechniques and Tips@RISK DistributionsAlgorithm Used by RiskJohnsonMoments

3.18. Algorithm Used by RiskJohnsonMoments

Applies to: @RISK 5.5.0–7.x

The @RISK documentation says, "RiskJohnsonMoments(mean,standardDeviation,skewness,kurtosis) chooses one of four distributions functions (all members of the so-called Johnson system) that matches the specified mean, standard deviation, skewness, and kurtosis. This resulting distribution is either a JohnsonSU, JohnsonSB, lognormal, or normal distribution." How does @RISK choose among the four underlying distributions?

We use Algorithm AS 99, Journal of the Royal Statistical Society Series C (Applied Statistics) vol. 25, p. 180–189 (1976).  This article is available through JSTOR.

Additional keywords: JohnsonMoments distribution, Johnson Moments

Last edited: 2015-06-19

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