mom.LambertW.X.Gauss {LambertW} | R Documentation |
Computes the first 4 moments of Y given theta and Gaussian input
mom.LambertW.X.Gauss(theta)
theta |
parameter vector |
First four moments of Y
mu_y |
mean |
sigma_y |
stand. dev. |
skew |
Pearson skewness |
kurt |
Pearson kurtosis |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
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))