In reply to Hamel Jie.

Drawing a moment-ratio diagram can be a challenge because you need to know the parametric representation of the skewness and kurtosis of each distribution that you want to display. Furthermore, the regions of common distributions overlap, which makes visualizing the regions difficult.

For the diagram in this post, you can use the SAS code in Appendix E of my book Simulating Data with SAS (Wicklin, 2013). For the Pearson and Johnson systems of distributions, you can use PROC SIMSYSTEM in SAS to generate the M-R diagram. In those systems, the M-R diagram can be decomposed into non-overlapping regions.