asymmetry.measures (version 0.2)

eta.w.tilde.bc: Asymmetry coefficient \(\tilde{\eta}\) using boundary correction

Description

Implements the asymmetry coefficient \(\tilde{\eta}\) of Patil, Patil and Bagkavos (2012).

Usage

eta.w.tilde.bc(xin, kfun)

Arguments

xin

A vector of data points - the available sample.

kfun

The kernel to use in the density estimate.

Value

Returns a scalar, the estimate of \(\tilde{\eta}\).

Details

Given a sample \(X_1, X_2,\dots, X_n\) from a continuous density function \(f(x)\) and distribution function \(F(x)\), \(\tilde{\eta}\) is defined by $$\tilde{\eta}=-\frac{\sum_{i=1}^n{U_iV_i}-(n/2)\bar{U}}{\sqrt{(n/12)(\sum^{n}_{i=1}{U_i^2-n\bar{U^2}})}}$$

where $$U_i = \hat{f}(X_i), \; V_i =F(X_i), \; \bar{U}=n^{-1}\sum_{i=1}^n U_i, \; \bar{V}=n^{-1}\sum_{i=1}^n V_i. $$

eta.w.tilde.bc uses reflection to correct the boundary bias of kde.

References

Patil, P.N., Patil, P.P. and Bagkavos, D., (2012), A measure of asymmetry. Stat. Papers, 53, 971-985.

See Also

eta.w.hat.bc, eta.w.hat, eta.w.breve.bc, eta.w.breve,eta.w.tilde

Examples

# NOT RUN {
eta.w.tilde.bc(GDP.Per.head.dist.1995,Epanechnikov)
0.3333485 #estimate of etatile.bc
  
# }