normalp (version 0.7.2)

kurtosis: Indices of kurtosis

Description

This function computes the theoretical and empirical values of three indices of kurtosis.

Usage

kurtosis(x = NULL, p, value = c("estimate", "parameter"))

Value

It returns the vector of the three indices of kurtosis \(VI\), \(\beta_2\)

and \(\beta_p\). Giving a vector as argument, it returns the estimates of the three indices, computed on the sample. On the other hand, giving the value of the shape parameter \(p\), it returns the theoretical indices.

Arguments

x

A sample of observations.

p

the shape parameter.

value

If is set to estimate, evaluate the indices using an estimate of \(p\). Otherwise, if is set to parameter it uses the value specified in p.

Author

Angelo M. Mineo

References

Mineo, A.M. (1996) La migliore combinazione delle osservazioni: curve normali di ordine p e stimatori di norma Lp. PhD thesis.

Examples

kurtosis(p=2)
x<-rnormp(50,mu=0,sigmap=2,p=1.5)
kurtosis(x,p=2)

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