get_chisq1_percentile

Returns the Chi^2(1) percentile for the test statistic.

The purpose of this package is to tests whether a given
moment of the distribution of a given sample is finite or not. For
heavy-tailed distributions with tail exponent b, only moments of
order smaller than b are finite. Tail exponent and heavy-
tailedness are notoriously difficult to ascertain. But the
finiteness of moments (including fractional moments) can be tested
directly. This package does that following the test suggested by
Trapani (2016) <doi:10.1016/j.jeconom.2015.08.006>.

Torsten Heinrich

finity

Test for Finiteness of Moments in a Distribution

Julian Winkler

get_chisq1_percentile function

<dl><dt>value</dt>
<dd>Chi^2(1) value (type: double).</dd></dl>

Arguments

Chi^2(1) Percentile — get_chisq1_percentile

<dl>

<dt>value</dt>
<dd>Chi^2(1) value (type: double).</dd>

</dl>

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get_chisq1_percentile: Chi^2(1) Percentile

Description

Usage

Value

Arguments

Examples