mom.LambertW.X.Gauss {LambertW}R Documentation

Moments of Y for Gaussian Input

Description

Computes the first 4 moments of Y given theta and Gaussian input

Usage

mom.LambertW.X.Gauss(theta)

Arguments

theta parameter vector

Value

First four moments of Y

mu_y mean
sigma_y stand. dev.
skew Pearson skewness
kurt Pearson kurtosis

Author(s)

Georg M. Goerg

References

Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished

Examples

data(AA)
attach(AA)
X=AA[AA$sex=="f",]
y=X$bmi

fit.gmm=IGMM(y)
summary(fit.gmm) # Delta is significant and positive
plot(fit.gmm)
# Comparison of Theoretical and Empirical Moments
mom.LambertW.X.Gauss(fit.gmm$theta)
rbind(mean(y), sd(y), skewness(y), kurtosis(y))


[Package LambertW version 0.1.6 Index]