kurtosis: Indices of kurtosis

In normalp: Routines for Exponential Power Distribution

Indices of kurtosis

Description

This function computes the theoretical and empirical values of three indices of kurtosis.

Usage

kurtosis(x = NULL, p, value = c("estimate", "parameter"))

Arguments

x	A sample of observations.
p	the shape parameter.
value	If is set to estimate, evaluate the indices using an estimate of p. Otherwise, if is set to parameter it uses the value specified in p.

Value

It returns the vector of the three indices of kurtosis VI, \beta_2 and \beta_p. Giving a vector as argument, it returns the estimates of the three indices, computed on the sample. On the other hand, giving the value of the shape parameter p, it returns the theoretical indices.

Author(s)

Angelo M. Mineo

References

Mineo, A.M. (1996) La migliore combinazione delle osservazioni: curve normali di ordine p e stimatori di norma Lp. PhD thesis.

Examples

kurtosis(p=2)
x<-rnormp(50,mu=0,sigmap=2,p=1.5)
kurtosis(x,p=2)

normalp documentation built on May 29, 2024, 10:27 a.m.