sn.cumulants: cumulants of the skew-normal distribution
Description
cumulants of the skew-normal distribution
Usage
sn.cumulants(shape=0, n=4)
Arguments
shape
a vector of shape parameter
n
a scalar integer
Value
the cumulants up to order n of the skew-normal distribution
with location=0, scale=1 and shape as selected
Details
The moment generating function (hence the cumulant generating function)
of the distribution is given in the refence below.
The computations method used is proved analytically up to n=3 but it is
seen to behave correctly up to the order which was checked (n=8).
References
Azzalini, A. (1985).
A class of distributions which includes the normal ones.
Scand. J. Statist.12, 171-178.