rpgm (version 1.1.2)

kurtosis: The Kurtosis of a Vector of Random Variables

Description

The function computes the centred and reduced moment of order 4 of the vector x.

Usage

kurtosis(x)

Arguments

x

numeric, vector of independent and identical random variables

Value

A vector of i.i.d. normal random variable.

Details

The function returns the value of

$$\frac{1}{n}\sum_{k=1}^{n}[(x_{i} - \mu_{x})/\sigma_{x}]^4$$

References

https://en.wikipedia.org/wiki/Kurtosis

See Also

http://pgm-solutions.com/packages

Examples

# NOT RUN {
kurtosis(rpgm.rnorm(10^5))
# }