New answers tagged distribution
1
As Quartz says it is possible to make non-linear transformations taking into account skew and kurtosis, but this is mostly is limited to univariate processes (one approach for a t distribution is to match moments). For multivariate processes, it is considerably more difficult. A more general solution is to rely on Entropy Pooling. You could take views on ...
3
It's not possible with a simple linear transformation like the one you mentioned: since scale and thus the distance between mean and median are required to change, either the mean or the median will not be preserved.
Therefore you must use nonlinear transformations, which will complicate quite a bit mantaining skew and kurtosis and imho will not be ...
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