mom.LambertW.X.Gauss {LambertW}R Documentation

Moments of Y for Gaussian input

Description

Computes the moments of Y given theta and Gaussian input

Usage

mom.LambertW.X.Gauss(theta, ...)

Arguments

theta parameter vector
... ...

Value

First four moments of Y

mu_y mean
sigma_y stand. dev.
skew Pearson skewness
kurt Pearson kurtosis

Author(s)

Georg M. Goerg

References

Goerg, G.M. (2009). “Lambert W Random Variables - A new class of skewed distribution functions”. Unpublished

See Also

~~objects to See Also as help, ~~


[Package LambertW version 0.1.0 Index]