eta.w.tilde: Asymmetry coefficient \tilde{eta}

In asymmetry.measures: Asymmetry Measures for Probability Density Functions

Description

Implements the asymmetry coefficient \tilde{η} of Patil, Patil and Bagkavos (2012).

Usage

  eta.w.tilde(xin, kfun)

Arguments

xin	A vector of data points - the available sample.
kfun	The kernel to use in the density estimate.

Details

Given a sample X_1, X_2,…, X_n from a continuous density function f(x) and distribution function F(x). \tilde{η} is defined by

\tilde{η}=-\frac{∑_{i=1}^n{U_iV_i}-(n/2)\bar{U}}{√{(n/12)(∑_{i=1}^n{U_i^2-n\bar{U^2}})}}

where

U_i = \hat{f}(X_i), \; V_i =F(X_i), \; \bar{U}=n^{-1}∑_{i=1}^n U_i, \; \bar{V}=n^{-1}∑_{i=1} V_i.

Value

Returns a scalar, the estimate of \tilde{η}.

Author(s)

Dimitrios Bagkavos and Lucia Gamez Gallardo

R implementation and documentation: Dimitrios Bagkavos <[e-mail]> , Lucia Gamez Gallardo <[e-mail]>

References

Patil, P.N., Patil, P.P. and Bagkavos, D., (2012), A measure of asymmetry. Stat. Papers, 53, 971-985.

See Also

eta.w.hat.bc, eta.w.hat, eta.w.breve.bc, eta.w.breve,eta.w.tilde.bc

Examples

eta.w.tilde(GDP.Per.head.dist.1995,Epanechnikov)
0.3333485 #estimate of etatile

  

asymmetry.measures documentation built on July 22, 2020, 9:06 a.m.