PearsonDS (version 1.3.1)

pearsonMoments: Moments of Pearson Distribution

Description

Calculates the first four moments (mean, variance, skewness, kurtosis) of a Pearson distribution.

Usage

pearsonMoments(params, moments)

Value

Named vector of length 4 containing mean, variance,

skewness and kurtosis (in this order).

Arguments

params

vector/list of parameters for Pearson distribution. First entry gives type of distribution (0 for type 0, 1 for type I, ..., 7 for type VII), remaining entries give distribution parameters (depending on distribution type).

moments

optional vector/list of mean, variance, skewness, kurtosis (not excess kurtosis). Overrides params with corresponding pearson distribution, if given.

Author

Martin Becker

References

[1] Johnson, N. L., Kotz, S. and Balakrishnan, N. (1994) Continuous Univariate Distributions, Vol. 1, Wiley Series in Probability and Mathematical Statistics, Wiley

[2] Johnson, N. L., Kotz, S. and Balakrishnan, N. (1994) Continuous Univariate Distributions, Vol. 2, Wiley Series in Probability and Mathematical Statistics, Wiley

See Also

PearsonDS-package, Pearson0, PearsonI, PearsonII, PearsonIII, PearsonIV, PearsonV, PearsonVI, PearsonVII,

Examples

## Define moments of distribution
moments <- c(mean=1,variance=2,skewness=1,kurtosis=5)
## Are the moments reproduced?
pearsonMoments(moments=moments)