mom.LambertW.X.Gauss {LambertW} | R Documentation |
Computes the moments of Y given theta and Gaussian input
mom.LambertW.X.Gauss(theta, ...)
theta |
parameter vector |
... |
... |
First four moments of Y
mu_y |
mean |
sigma_y |
stand. dev. |
skew |
Pearson skewness |
kurt |
Pearson kurtosis |
Georg M. Goerg
Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished
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