Applies to: @RISK 5.5.0 and Up

RiskJohnsonMoments

For "RiskJohnsonMoments(mean,standardDeviation,skewness,kurtosis) in the Johnson system, @RISK chooses one of four distribution functions that match:

• the specified mean, standard deviation, skewness, and kurtosis

This resulting distribution is either a JohnsonSU, JohnsonSB, lognormal, or normal distribution.

@RISK uses Algorithm AS 99, Journal of the Royal Statistical Society Series C (Applied Statistics) vol. 25, p. 180–189 (1976) to determine which distribution to use. 

 

This article is available through JSTOR.