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Kurtosis

NPM version Build Status Coverage Status

Erlang distribution excess kurtosis.

The excess kurtosis for an Erlang random variable with shape k and rate λ is

$$\mathop{\mathrm{Kurt}}\left( X \right) = \frac{6}{k}$$

Usage

import kurtosis from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-erlang-kurtosis@esm/index.mjs';

kurtosis( k, lambda )

Returns the excess kurtosis of an Erlang distribution with parameters k (shape parameter) and lambda (rate parameter).

var v = kurtosis( 1, 1.0 );
// returns 6.0

v = kurtosis( 4, 12.0 );
// returns 1.5

v = kurtosis( 8, 2.0 );
// returns 0.75

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

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

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

If not provided a positive integer for k, the function returns NaN.

var v = kurtosis( 1.8, 1.0 );
// returns NaN

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

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

var v = kurtosis( 2, 0.0 );
// returns NaN

v = kurtosis( 2, -1.0 );
// returns NaN

Examples

<!DOCTYPE html>
<html lang="en">
<body>
<script type="module">

import randu from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@esm/index.mjs';
import round from 'https://cdn.jsdelivr.net/gh/stdlib-js/math-base-special-round@esm/index.mjs';
import EPS from 'https://cdn.jsdelivr.net/gh/stdlib-js/constants-float64-eps@esm/index.mjs';
import kurtosis from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-erlang-kurtosis@esm/index.mjs';

var lambda;
var k;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    k = round( randu()*10.0 );
    lambda = ( randu()*10.0 ) + EPS;
    v = kurtosis( k, lambda );
    console.log( 'k: %d, λ: %d, Kurt(X;k,λ): %d', k.toFixed( 4 ), lambda.toFixed( 4 ), v.toFixed( 4 ) );
}

</script>
</body>
</html>

Notice

This package is part of stdlib, a standard library with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.