Create a user for example : postgres

Connect to your system a this user (su - postgres)

root# mkdir /usr/local/pgsql/data
root# chown postgres /usr/local/pgsql/data
root# su postgres
postgres$ initdb -D /usr/local/pgsql/data

Alternatively, you can run initdb via the pg_ctl program like so:

$ pg_ctl -D /usr/local/pgsql/data initdb

Tip: As an alternative to the -D option, you can set the environment variable PGDATA.