Kurtosis

Arcsine distribution excess kurtosis.

The excess kurtosis for an arcsine random variable with minimum support a and maximum support b is

upper K u r t left-parenthesis upper X right-parenthesis equals negative three fifths

Usage

var kurtosis = require( '@stdlib/stats/base/dists/arcsine/kurtosis' );

kurtosis( a, b )

Returns the excess kurtosis of an arcsine distribution with parameters a (minimum support) and b (maximum support).

var v = kurtosis( 0.0, 1.0 );
// returns -1.5

v = kurtosis( 4.0, 12.0 );
// returns -1.5

v = kurtosis( 2.0, 8.0 );
// returns -1.5

If provided NaN as any argument, the function returns NaN.

var v = kurtosis( NaN, 2.0 );
// returns NaN

v = kurtosis( 2.0, NaN );
// returns NaN

If provided a >= b, the function returns NaN.

var y = kurtosis( 3.0, 2.0 );
// returns NaN

y = kurtosis( 3.0, 3.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var kurtosis = require( '@stdlib/stats/base/dists/arcsine/kurtosis' );

var a;
var b;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    a = ( randu()*10.0 );
    b = ( randu()*10.0 ) + a;
    v = kurtosis( a, b );
    console.log( 'a: %d, b: %d, Kurt(X;a,b): %d', a.toFixed( 4 ), b.toFixed( 4 ), v.toFixed( 4 ) );
}

C APIs

Usage

#include "stdlib/stats/base/dists/arcsine/kurtosis.h"

stdlib_base_dists_arcsine_kurtosis( a, b )

Returns the excess kurtosis of an arcsine distribution.

double out = stdlib_base_dists_arcsine_kurtosis( 0.0, 2.0 );
// returns -1.5

The function accepts the following arguments:

  • a: [in] double minimum support.
  • b: [in] double maximum support.
double stdlib_base_dists_arcsine_kurtosis( const double a, const double b );

Examples

#include "stdlib/stats/base/dists/arcsine/kurtosis.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
    return min + ( v * ( max - min ) );
}

int main( void ) {
    double a;
    double b;
    double y;
    int i;

    for ( i = 0; i < 25; i++ ) {
        a = random_uniform( 0.0, 20.0 );
        b = random_uniform( a, a+20.0 );
        y = stdlib_base_dists_arcsine_kurtosis( a, b );
        printf( "a: %lf, b: %lf, Kurt(X;a,b): %lf\n", a, b, y );
    }
}
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