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

Moments of Y for Standard Gaussian input

Description

Given delta, compute the moments of Z.

Usage

mom.LambertW.U.Gauss(delta)

Arguments

delta skewness parameter

Value

First four moments of Z

mu_z mean
sigma_z 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 Unpublished


[Package LambertW version 0.1.0 Index]