External module "stats/base/dists/pareto-type1/kurtosis/docs/types/index.d"

kurtosis

• kurtosis(alpha: number, beta: number): number

• Returns the excess kurtosis of a Pareto (Type I) distribution.

  Notes

  • If alpha <= 4 or beta <= 0, the function returns NaN.

  Parameters

  • alpha: number

    shape parameter

  • beta: number

    scale parameter

  Returns number

  excess kurtosis

  Example

  var v = kurtosis( 5.0, 1.0 );
  // returns ~70.8

  Example

  var v = kurtosis( 7.0, 12.0 );
  // returns ~24.857

  Example

  var v = kurtosis( 8.0, 2.0 );
  // returns ~19.725

  Example

  var v = kurtosis( 1.0, -0.1 );
  // returns NaN

  Example

  var v = kurtosis( -0.1, 1.0 );
  // returns NaN

  Example

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

  Example

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