Kurtosis

Exponential distribution excess kurtosis.

The excess kurtosis for an exponential random variable with rate parameter λ is

upper K u r t left-parenthesis upper X right-parenthesis equals 6

Usage

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

kurtosis( lambda )

Returns the excess kurtosis of an exponential distribution with rate parameter lambda.

var v = kurtosis( 9.0 );
// returns 6.0

v = kurtosis( 0.5 );
// returns 6.0

If provided lambda < 0, the function returns NaN.

var v = kurtosis( -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var kurtosis = require( '@stdlib/stats/base/dists/exponential/kurtosis' );

var lambda;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    lambda = randu() * 20.0;
    v = kurtosis( lambda );
    console.log( 'λ: %d, Kurt(X;λ): %d', lambda.toFixed( 4 ), v.toFixed( 4 ) );
}

C APIs

Usage

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

stdlib_base_dists_exponential_kurtosis( lambda )

Returns the excess kurtosis of an exponential distribution.

double out = stdlib_base_dists_exponential_kurtosis( 9.0 );
// returns 6.0

The function accepts the following arguments:

  • lambda: [in] double rate parameter.
double stdlib_base_dists_exponential_kurtosis( const double lambda );

Examples

#include "stdlib/stats/base/dists/exponential/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 lambda;
    double y;
    int i;

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