@stdlib/stats-base-dists-invgamma-kurtosis
v0.2.2
Published
Inverse gamma distribution excess kurtosis.
Downloads
156
Readme
Kurtosis
Inverse gamma distribution excess kurtosis.
The excess kurtosis for an inverse gamma random variable with shape parameter α
and rate parameter β
is
when α > 4
. Otherwise, the kurtosis is not defined.
Installation
npm install @stdlib/stats-base-dists-invgamma-kurtosis
Usage
var kurtosis = require( '@stdlib/stats-base-dists-invgamma-kurtosis' );
kurtosis( alpha, beta )
Returns the excess kurtosis of an inverse gamma distribution with parameters alpha
(shape parameter) and beta
(rate parameter).
var v = kurtosis( 7.0, 5.0 );
// returns 12.0
v = kurtosis( 6.0, 12.0 );
// returns 19.0
v = kurtosis( 8.0, 2.0 );
// returns ~8.7
If provided NaN
as any argument, the function returns NaN
.
var v = kurtosis( NaN, 2.0 );
// returns NaN
v = kurtosis( 5.0, NaN );
// returns NaN
If provided alpha <= 4
, the function returns NaN
.
var v = kurtosis( 3.0, 1.0 );
// returns NaN
v = kurtosis( -1.0, 1.0 );
// returns NaN
If provided beta <= 0
, the function returns NaN
.
var v = kurtosis( 5.0, 0.0 );
// returns NaN
v = kurtosis( 5.0, -1.0 );
// returns NaN
Examples
var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var kurtosis = require( '@stdlib/stats-base-dists-invgamma-kurtosis' );
var alpha;
var beta;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
alpha = ( randu()*10.0 ) + EPS;
beta = ( randu()*10.0 ) + EPS;
v = kurtosis( alpha, beta );
console.log( 'α: %d, β: %d, Kurt(X;α,β): %d', alpha.toFixed( 4 ), beta.toFixed( 4 ), v.toFixed( 4 ) );
}
Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.