From 85890835370f2cc8e9dfc1fdcd513c8328c107c4 Mon Sep 17 00:00:00 2001 From: Raymond Toy Date: Wed, 13 Jul 2022 09:33:42 -0700 Subject: [PATCH] Add formulas for mean, var, std, skewness and kurtosis --- doc/info/distrib.texi.m4 | 327 +++++++++++++++++++++++++++++++++++++++++++---- 1 file changed, 301 insertions(+), 26 deletions(-) diff --git a/doc/info/distrib.texi.m4 b/doc/info/distrib.texi.m4 index 515d3c33b..10c10ffa4 100644 --- a/doc/info/distrib.texi.m4 +++ b/doc/info/distrib.texi.m4 @@ -431,8 +431,11 @@ Returns the @var{q}-quantile of a m4_Normal_RV(m,s) random variable, with @math{ @anchor{mean_normal} @deffn {Function} mean_normal (@var{m},@var{s}) -Returns the mean of a m4_Normal_RV(m,s) random variable, with @math{s>0}, namely @var{m}. To make use of this function, write first @code{load("distrib")}. +Returns the mean of a m4_Normal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{E[X] = m}>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -442,7 +445,11 @@ Returns the mean of a m4_Normal_RV(m,s) random variable, with @math{s>0}, namely @anchor{var_normal} @deffn {Function} var_normal (@var{m},@var{s}) -Returns the variance of a m4_Normal_RV(m,s) random variable, with @math{s>0}, namely @math{s^2}. To make use of this function, write first @code{load("distrib")}. +Returns the variance of a m4_Normal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. + +m4_displaymath( +<<>>, +<<<@math{V[X] = s^2}>>>) @opencatbox{Categories:} @category{Package distrib} @@ -454,6 +461,9 @@ Returns the variance of a m4_Normal_RV(m,s) random variable, with @math{s>0}, na @deffn {Function} std_normal (@var{m},@var{s}) Returns the standard deviation of a m4_Normal_RV(m,s) random variable, with @math{s>0}, namely @var{s}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>< +<<<@math{D[X] = s}>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -463,8 +473,11 @@ Returns the standard deviation of a m4_Normal_RV(m,s) random variable, with @mat @anchor{skewness_normal} @deffn {Function} skewness_normal (@var{m},@var{s}) -Returns the skewness coefficient of a m4_Normal_RV(m,s) random variable, with @math{s>0}, which is always equal to 0. To make use of this function, write first @code{load("distrib")}. +Returns the skewness coefficient of a m4_Normal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{SK[X] = 0}>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -476,6 +489,10 @@ Returns the skewness coefficient of a m4_Normal_RV(m,s) random variable, with @m @deffn {Function} kurtosis_normal (@var{m},@var{s}) Returns the kurtosis coefficient of a m4_Normal_RV(m,s) random variable, with @math{s>0}, which is always equal to 0. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{KU[x] = 0}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -614,8 +631,11 @@ Returns the @var{q}-quantile of a Student random variable m4_Student_T_RV(n), wi @anchor{mean_student_t} @deffn {Function} mean_student_t (@var{n}) -Returns the mean of a Student random variable m4_Student_T_RV(n), with @math{n>0}, which is always equal to 0. To make use of this function, write first @code{load("distrib")}. +Returns the mean of a Student random variable m4_Student_T_RV(n), with @math{n>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{E[X] = 0}>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -627,6 +647,9 @@ Returns the mean of a Student random variable m4_Student_T_RV(n), with @math{n>0 @deffn {Function} var_student_t (@var{n}) Returns the variance of a Student random variable m4_Student_T_RV(n), with @math{n>2}. +m4_displaymath( +<<>>, +<<<@math{V[X] = n/(n-2)}>>>) @c ===beg=== @c load ("distrib")$ @c var_student_t(n); @@ -650,6 +673,10 @@ Returns the variance of a Student random variable m4_Student_T_RV(n), with @math @deffn {Function} std_student_t (@var{n}) Returns the standard deviation of a Student random variable m4_Student_T_RV(n), with @math{n>2}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{D[X] = sqrt(n/(n-2))}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -661,6 +688,10 @@ Returns the standard deviation of a Student random variable m4_Student_T_RV(n), @deffn {Function} skewness_student_t (@var{n}) Returns the skewness coefficient of a Student random variable m4_Student_T_RV(n), with @math{n>3}, which is always equal to 0. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{SK[X] = 0}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -672,6 +703,10 @@ Returns the skewness coefficient of a Student random variable m4_Student_T_RV(n) @deffn {Function} kurtosis_student_t (@var{n}) Returns the kurtosis coefficient of a Student random variable m4_Student_T_RV(n), with @math{n>4}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{KU[X] = 6/(n-4)}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -865,17 +900,17 @@ Returns the mean of a noncentral Student random variable m4_Noncentral_T_RV(n,nc The mean is m4_displaymath( -<<<\mu \sqrt{n}\; \Gamma\left(\displaystyle{n-1\over 2}\right) \over -\sqrt{2}\;\Gamma\left(\displaystyle{n\over 2}\right)>>>, +<<>>, <<< @example - n - 1 - mu gamma(-----) sqrt(n) - 2 - ----------------------- - n - sqrt(2) gamma(-) - 2 + n - 1 + mu gamma(-----) sqrt(n) + 2 +E[X] = ----------------------- + n + sqrt(2) gamma(-) + 2 @end example >>>) @@ -910,17 +945,17 @@ Returns the variance of a noncentral Student random variable m4_Noncentral_T_RV( The variance is m4_displaymath( -<<<{n(\mu^2+1)\over n-2} - {n\mu^2\; \Gamma\left(\displaystyle{n-1\over 2}\right)^2 +<<>>, <<< @example - 2 n - 1 2 - 2 gamma (-----) n ncp - n (ncp + 1) 2 - ------------ - -------------------- - n - 2 2 n - 2 gamma (-) - 2 + 2 n - 1 2 + 2 gamma (-----) n ncp + n (ncp + 1) 2 +V[X] = ------------ - -------------------- + n - 2 2 n + 2 gamma (-) + 2 @end example >>>) @@ -937,6 +972,22 @@ where m4_math(\mu, mu) is the noncentrality parameter @math{ncp}. @deffn {Function} std_noncentral_student_t (@var{n},@var{ncp}) Returns the standard deviation of a noncentral Student random variable m4_Noncentral_T_RV(n,ncp), with @math{n>2} degrees of freedom and noncentrality parameter @math{ncp}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + 2 n - 1 2 + 2 gamma (-----) n ncp + n (ncp + 1) 2 +D[X] = sqrt(------------ - --------------------) + n - 2 2 n + 2 gamma (-) + 2 +@end example +>>>, +<<<>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -969,7 +1020,7 @@ SK[U] &= >>>, <<< @example -skewness_noncentral_student_t(n, mu) = +SK[U] = 2 n - 1 n (2 n + mu - 3) (mu gamma(-----) sqrt(n) (----------------- @@ -1025,7 +1076,7 @@ KU[U] &= }>>>, <<< @example -kurtosis_noncentral_student_t(n, mu) = +KU[U] = 4 2 2 (mu + 6 mu + 3) n 2 2 n - 1 (-------------------- - (mu gamma (-----) n @@ -1234,6 +1285,10 @@ Returns the mean of a Chi-square random variable m4_Chi2_RV(n), with @math{n>0}. The m4_Chi2_RV(n) random variable is equivalent to the m4_Gamma_RV(n/2,2). +m4_displaymath( +<<>>, +<<<@math{E[X] = n}>>>) + @c ===beg=== @c load ("distrib")$ @c mean_chi2(n); @@ -1257,6 +1312,10 @@ Returns the variance of a Chi-square random variable m4_Chi2_RV(n), with @math{n The m4_Chi2_RV(n) random variable is equivalent to the m4_Gamma_RV(n/2,2). +m4_displaymath( +<<>>, +<<<@math{V[X] = 2*n}>>>) + @c ===beg=== @c load ("distrib")$ @c var_chi2(n); @@ -1280,6 +1339,10 @@ Returns the standard deviation of a Chi-square random variable m4_Chi2_RV(n), wi The m4_Chi2_RV(n) random variable is equivalent to the m4_Gamma_RV(n/2,2). +m4_displaymath( +<<>>, +<<<@math{D[X] = sqrt(2*n)}>>>) + @c ===beg=== @c load ("distrib")$ @c std_chi2(n); @@ -1303,6 +1366,10 @@ Returns the skewness coefficient of a Chi-square random variable m4_Chi2_RV(n), The m4_Chi2_RV(n) random variable is equivalent to the m4_Gamma_RV(n/2,2). +m4_displaymath( +<<>>, +<<<@math{SK[X] = sqrt(8/n)}>>>) + @c ===beg=== @c load ("distrib")$ @c skewness_chi2(n); @@ -1329,6 +1396,10 @@ Returns the kurtosis coefficient of a Chi-square random variable m4_Chi2_RV(n), The m4_Chi2_RV(n) random variable is equivalent to the m4_Gamma_RV(n/2,2). +m4_displaymath( +<<>>, +<<<@math{KU[X] = 12/n}>>>) + @c ===beg=== @c load ("distrib")$ @c kurtosis_chi2(n); @@ -1456,6 +1527,14 @@ This function has no closed form and it is numerically computed. @deffn {Function} mean_noncentral_chi2 (@var{n},@var{ncp}) Returns the mean of a noncentral Chi-square random variable m4_noncentral_chi2(n,ncp), with @math{n>0} and noncentrality parameter @math{ncp>=0}. +m4_displaymath( +<<>>, +<<<@math{E[X] = n + ncp}>>>) +@ifnotinfo +where m4_math(\mu) is the noncentrality parameter @var{ncp}. +@end ifnotinfo + + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1467,6 +1546,13 @@ Returns the mean of a noncentral Chi-square random variable m4_noncentral_chi2(n @deffn {Function} var_noncentral_chi2 (@var{n},@var{ncp}) Returns the variance of a noncentral Chi-square random variable m4_noncentral_chi2(n,ncp), with @math{n>0} and noncentrality parameter @math{ncp>=0}. +m4_displaymath( +<<>>, +<<<@math{V[X] = 2*(n+2*ncp)}>>>) +@ifnotinfo +where m4_math(\mu) is the noncentrality parameter @var{ncp}. +@end ifnotinfo + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1478,6 +1564,12 @@ Returns the variance of a noncentral Chi-square random variable m4_noncentral_ch @deffn {Function} std_noncentral_chi2 (@var{n},@var{ncp}) Returns the standard deviation of a noncentral Chi-square random variable m4_noncentral_chi2(n,ncp), with @math{n>0} and noncentrality parameter @math{ncp>=0}. +m4_displaymath( +<<>>, +<<<@math{D[X] = sqrt(2*(n+2*ncp))}>>>) +@ifnotinfo +where m4_math(\mu) is the noncentrality parameter @var{ncp}. +@end ifnotinfo @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1489,6 +1581,23 @@ Returns the standard deviation of a noncentral Chi-square random variable m4_non @deffn {Function} skewness_noncentral_chi2 (@var{n},@var{ncp}) Returns the skewness coefficient of a noncentral Chi-square random variable m4_noncentral_chi2(n,ncp), with @math{n>0} and noncentrality parameter @math{ncp>=0}. +m4_displaymath( +<<>>, +<<< +@example + 3/2 + 2 (n + 3 mu) + SK[X] = --------------- + 3/2 + (n + 2 mu) + +@end example +@ifnotinfo +where m4_math(\mu) is the noncentrality parameter @var{ncp}. +@end ifnotinfo + +>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1500,6 +1609,20 @@ Returns the skewness coefficient of a noncentral Chi-square random variable m4_n @deffn {Function} kurtosis_noncentral_chi2 (@var{n},@var{ncp}) Returns the kurtosis coefficient of a noncentral Chi-square random variable m4_noncentral_chi2(n,ncp), with @math{n>0} and noncentrality parameter @math{ncp>=0}. +m4_displaymath( +<<>>, +<<< +@example + 12 (n + 4 mu) + KU[X] = ------------- + 2 + (n + 2 mu) +@end example +>>>) +@ifnotinfo +where m4_math(\mu) is the noncentrality parameter @var{ncp}. +@end ifnotinfo + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1657,6 +1780,10 @@ Returns the @var{q}-quantile of a F random variable @math{F(m,n)}, with @math{m, @deffn {Function} mean_f (@var{m},@var{n}) Returns the mean of a F random variable @math{F(m,n)}, with @math{m>0, n>2}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{E[X] = n/(n-1)}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1668,6 +1795,17 @@ Returns the mean of a F random variable @math{F(m,n)}, with @math{m>0, n>2}. To @deffn {Function} var_f (@var{m},@var{n}) Returns the variance of a F random variable @math{F(m,n)}, with @math{m>0, n>4}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + 2 + 2 n (n + m - 2) + V[X] = ------------------ + 2 + m (n - 4) (n - 2) +@end example +>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1679,6 +1817,15 @@ Returns the variance of a F random variable @math{F(m,n)}, with @math{m>0, n>4}. @deffn {Function} std_f (@var{m},@var{n}) Returns the standard deviation of a F random variable @math{F(m,n)}, with @math{m>0, n>4}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + n n + m - 2 + D[X] = sqrt(2) sqrt(-----) sqrt(---------) + n - 2 m (n - 4) +@end example +>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1690,6 +1837,17 @@ Returns the standard deviation of a F random variable @math{F(m,n)}, with @math{ @deffn {Function} skewness_f (@var{m},@var{n}) Returns the skewness coefficient of a F random variable @math{F(m,n)}, with @math{m>0, n>6}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + 3/2 + 2 sqrt(n - 4) (n + 2 m - 2) + SK[X] = ------------------------------ + (n - 6) sqrt(m (n + m - 2)) + +@end example +>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1701,6 +1859,17 @@ Returns the skewness coefficient of a F random variable @math{F(m,n)}, with @mat @deffn {Function} kurtosis_f (@var{m},@var{n}) Returns the kurtosis coefficient of a F random variable @math{F(m,n)}, with @math{m>0, n>8}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + 2 + 12 (m (n + m - 2) (5 n - 22) + (n - 4) (n - 2) ) + KU[X] = ------------------------------------------------ + m (n - 8) (n - 6) (n + m - 2) +@end example +>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -1860,6 +2029,10 @@ Returns the mean of an m4_Exponential_RV(m) random variable, with @math{m>0}. The m4_Exponential_RV(m) random variable is equivalent to the m4_Weibull_RV(1,1/m). +m4_displaymath( +<<>>, +<<<@math{E[X] = 1/m}>>>) + @c ===beg=== @c load ("distrib")$ @c mean_exp(m); @@ -1885,6 +2058,9 @@ Returns the variance of an m4_Exponential_RV(m) random variable, with @math{m>0} The m4_Exponential_RV(m) random variable is equivalent to the m4_Weibull_RV(1,1/m). +m4_displaymath( +<<>>, +<<<@math{V[X] = 1/m^2}>>>) @c ===beg=== @c load ("distrib")$ @c var_exp(m); @@ -1911,6 +2087,10 @@ Returns the standard deviation of an m4_Exponential_RV(m) random variable, with The m4_Exponential_RV(m) random variable is equivalent to the m4_Weibull_RV(1,1/m). +m4_displaymath( +<<>>, +<<<@math{D[X] = 1/m}>>>) + @c ===beg=== @c load ("distrib")$ @c std_exp(m); @@ -1936,6 +2116,10 @@ Returns the skewness coefficient of an m4_Exponential_RV(m) random variable, wit The m4_Exponential_RV(m) random variable is equivalent to the m4_Weibull_RV(1,1/m). +m4_displaymath( +<<>>, +<<<@math{SK[X] = 2}>>>) + @c ===beg=== @c load ("distrib")$ @c skewness_exp(m); @@ -1959,6 +2143,10 @@ Returns the kurtosis coefficient of an m4_Exponential_RV(m) random variable, wit The m4_Exponential_RV(m) random variable is equivalent to the m4_Weibull_RV(1,1/m). +m4_displaymath( +<<>>, +<<<@math{KU[X] = 6}>>>) + @c ===beg=== @c load ("distrib")$ @c kurtosis_exp(m); @@ -2101,6 +2289,10 @@ Returns the @var{q}-quantile of a m4_Lognormal_RV(m,s) random variable, with @ma @deffn {Function} mean_lognormal (@var{m},@var{s}) Returns the mean of a m4_Lognormal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{E[X] = exp(m+s^2/2)}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2112,6 +2304,10 @@ Returns the mean of a m4_Lognormal_RV(m,s) random variable, with @math{s>0}. To @deffn {Function} var_lognormal (@var{m},@var{s}) Returns the variance of a m4_Lognormal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{V[X] = (exp(s^2)-1) * exp(2*m+s^2)}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2122,6 +2318,10 @@ Returns the variance of a m4_Lognormal_RV(m,s) random variable, with @math{s>0}. @deffn {Function} std_lognormal (@var{m},@var{s}) Returns the standard deviation of a m4_Lognormal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{D[X] = sqrt((exp(s^2)-1)*exp(2*m+s^2))}>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2133,6 +2333,10 @@ Returns the standard deviation of a m4_Lognormal_RV(m,s) random variable, with @ @deffn {Function} skewness_lognormal (@var{m},@var{s}) Returns the skewness coefficient of a m4_Lognormal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{SK[X] = (exp(s^2)+2)*sqrt(exp(s^2)-1)}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2144,6 +2348,10 @@ Returns the skewness coefficient of a m4_Lognormal_RV(m,s) random variable, with @deffn {Function} kurtosis_lognormal (@var{m},@var{s}) Returns the kurtosis coefficient of a m4_Lognormal_RV(m,s) random variable, with @math{s>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{KU[X] = exp(4*s^2)+2*exp(3*s^2)+3*exp(2*s^2)-3}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2267,6 +2475,10 @@ Returns the @var{q}-quantile of a m4_Gamma_RV(a,b) random variable, with @math{a @deffn {Function} mean_gamma (@var{a},@var{b}) Returns the mean of a m4_Gamma_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{E[X] = a*b}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2278,6 +2490,9 @@ Returns the mean of a m4_Gamma_RV(a,b) random variable, with @math{a,b>0}. To ma @deffn {Function} var_gamma (@var{a},@var{b}) Returns the variance of a m4_Gamma_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{V[X] = a*b^2}>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2288,6 +2503,10 @@ Returns the variance of a m4_Gamma_RV(a,b) random variable, with @math{a,b>0}. T @deffn {Function} std_gamma (@var{a},@var{b}) Returns the standard deviation of a m4_Gamma_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{D[X] = b*sqrt(a)}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2298,6 +2517,9 @@ Returns the standard deviation of a m4_Gamma_RV(a,b) random variable, with @math @anchor{skewness_gamma} @deffn {Function} skewness_gamma (@var{a},@var{b}) Returns the skewness coefficient of a m4_Gamma_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{SK[X] = 2/sqrt(a)}>>>) @opencatbox{Categories:} @category{Package distrib} @@ -2310,6 +2532,10 @@ Returns the skewness coefficient of a m4_Gamma_RV(a,b) random variable, with @ma @deffn {Function} kurtosis_gamma (@var{a},@var{b}) Returns the kurtosis coefficient of a m4_Gamma_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{KU[X] = 6/a}>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2358,11 +2584,13 @@ and @math{b}. @deffn {Function} pdf_beta (@var{x},@var{a},@var{b}) Returns the value at @var{x} of the density function of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. -For m4_math(<<<0 \le x \le 1>>>, <<<@math{0 <= x <= 1}>>>), the pdf is +The pdf is m4_displaymath( <<>>, <<< @@ -2375,7 +2603,6 @@ m4_displaymath( [ 0 otherwise @end example >>>) -Otherwise, the pdf is 0. @opencatbox{Categories:} @category{Package distrib} @@ -2443,6 +2670,10 @@ Returns the @var{q}-quantile of a m4_Beta_RV(a,b) random variable, with @math{a, @deffn {Function} mean_beta (@var{a},@var{b}) Returns the mean of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<<@math{E[X] = a/(a+b)>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2454,6 +2685,17 @@ Returns the mean of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To mak @deffn {Function} var_beta (@var{a},@var{b}) Returns the variance of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + a b + V[X] = -------------------- + 2 + (b + a) (b + a + 1) +@end example +>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2464,6 +2706,18 @@ Returns the variance of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To @deffn {Function} std_beta (@var{a},@var{b}) Returns the standard deviation of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + a b + sqrt(---------) + b + a + 1 + D[X] = --------------- + abs(b + a) +@end example +>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2475,6 +2729,15 @@ Returns the standard deviation of a m4_Beta_RV(a,b) random variable, with @math{ @deffn {Function} skewness_beta (@var{a},@var{b}) Returns the skewness coefficient of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + 2 (b - a) sqrt(b + a + 1) + SK[X] = ------------------------- + sqrt(a b) (b + a + 2) +@end example +>>>) @opencatbox{Categories:} @category{Package distrib} @closecatbox @@ -2486,6 +2749,18 @@ Returns the skewness coefficient of a m4_Beta_RV(a,b) random variable, with @mat @deffn {Function} kurtosis_beta (@var{a},@var{b}) Returns the kurtosis coefficient of a m4_Beta_RV(a,b) random variable, with @math{a,b>0}. To make use of this function, write first @code{load("distrib")}. +m4_displaymath( +<<>>, +<<< +@example + 2 + 3 (b + a + 1) (2 (b + a) + a b (b + a - 6)) + KU[X] = -------------------------------------------- - 3 + a b (b + a + 2) (b + a + 3) +@end example +>>>) + @opencatbox{Categories:} @category{Package distrib} @closecatbox -- 2.11.4.GIT