Skewness

Beta prime distribution skewness.

The skewness for a beta prime random variable with first shape parameter α and second shape parameter β is

s k e w left-parenthesis upper X right-parenthesis equals StartFraction 2 left-parenthesis 2 alpha plus beta minus 1 right-parenthesis Over beta minus 3 EndFraction StartRoot StartFraction beta minus 2 Over alpha left-parenthesis alpha plus beta minus 1 right-parenthesis EndFraction EndRoot

when α > 0 and β > 3. Otherwise, the skewness is not defined.

Usage

var skewness = require( '@stdlib/stats/base/dists/betaprime/skewness' );

skewness( alpha, beta )

Returns the skewness of a beta prime distribution with parameters alpha (first shape parameter) and beta (second shape parameter).

var v = skewness( 2.0, 4.0 );
// returns ~6.261

v = skewness( 4.0, 12.0 );
// returns ~1.724

v = skewness( 8.0, 4.0 );
// returns ~5.729

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

var v = skewness( NaN, 4.0 );
// returns NaN

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

If provided alpha <= 0, the function returns NaN.

var v = skewness( 0.0, 4.0 );
// returns NaN

v = skewness( -1.0, 4.0 );
// returns NaN

If provided beta <= 3, the function returns NaN.

var v = skewness( 1.0, 2.5 );
// returns NaN

v = skewness( 1.0, 0.0 );
// returns NaN

v = skewness( 1.0, -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var EPS = require( '@stdlib/constants/float64/eps' );
var skewness = require( '@stdlib/stats/base/dists/betaprime/skewness' );

var alpha;
var beta;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    alpha = ( randu()*10.0 ) + EPS;
    beta = ( randu()*10.0 ) + 3.0 + EPS;
    v = skewness( alpha, beta );
    console.log( 'α: %d, β: %d, skew(X;α,β): %d', alpha.toFixed( 4 ), beta.toFixed( 4 ), v.toFixed( 4 ) );
}

C APIs

Usage

#include "stdlib/stats/base/dists/betaprime/skewness.h"

stdlib_base_dists_betaprime_skewness( alpha, beta )

Returns the skewness of a beta prime distribution.

double out = stdlib_base_dists_betaprime_skewness( 2.0, 4.0 );
// returns ~6.261

The function accepts the following arguments:

  • alpha: [in] double first shape parameter.
  • beta: [in] double second shape parameter.
double stdlib_base_dists_betaprime_skewness( const double alpha, const double beta );

Examples

#include "stdlib/stats/base/dists/betaprime/skewness.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 alpha;
    double beta;
    double y;
    int i;

    for ( i = 0; i < 25; i++ ) {
        alpha = random_uniform( 0.0, 20.0 );
        beta = random_uniform( 3.0, 23.0 );
        y = stdlib_base_dists_betaprime_skewness( alpha, beta );
        printf( "α: %lf, β: %lf, skew(X;α,β): %lf\n", alpha, beta, y );
    }
}
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