Home → Techniques and Tips → @RISK Distributions → 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