[seqfan] Need a distribution

[David Wilson]

For a work project, I need a 1D continuous distribution that is like a
Gaussian in that it has a "bulge" and "tails", but also has skewness (i.e.
the two tails can independently drop off slowly or quickly).

 

I would expect this distribution to have at least 3 parameters (e.g. mean,
variance, and skewness).

 

I need the equation for the density function and a way to choose parameters
for a distribution to fit a set of data points.

 

Any pointers from the more statistically fluent would be greatly
appreciated. I am copying to seqfan, in hopes of possibly snagging some help
there, apologies.

 

Please reply to dwilson at ltk.com.

 

Thanks in advance.