Kurtosis

Rayleigh distribution excess kurtosis.

The excess kurtosis for a Rayleigh random variable is

Excess kurtosis for a Rayleigh distribution.

where σ > 0 is the scale parameter.

Installation

npm install @stdlib/stats-base-dists-rayleigh-kurtosis

Usage

var kurtosis = require( '@stdlib/stats-base-dists-rayleigh-kurtosis' );

kurtosis( sigma )

Returns the excess kurtosis of a Rayleigh distribution with scale parameter sigma.

var y = kurtosis( 9.0 );
// returns ~0.245

y = kurtosis( 4.5 );
// returns ~0.245

If provided sigma < 0, the function returns NaN.

var y = kurtosis( -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var kurtosis = require( '@stdlib/stats-base-dists-rayleigh-kurtosis' );

var sigma;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    sigma = randu() * 20.0;
    y = kurtosis( sigma );
    console.log( 'σ: %d, Kurt(X,σ): %d', sigma.toFixed( 4 ), y.toFixed( 4 ) );
}

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

License

See LICENSE.

@stdlib/stats-base-dists-rayleigh-kurtosis

Package Exports

Readme