stats._tukeylambda_stats

Module Contents

Functions

tukeylambda_variance(lam) Variance of the Tukey Lambda distribution.
tukeylambda_kurtosis(lam) Kurtosis of the Tukey Lambda distribution.
tukeylambda_variance(lam)

Variance of the Tukey Lambda distribution.

lam : array_like
The lambda values at which to compute the variance.
v : ndarray
The variance. For lam < -0.5, the variance is not defined, so np.nan is returned. For lam = 0.5, np.inf is returned.

In an interval around lambda=0, this function uses the [4,4] Pade approximation to compute the variance. Otherwise it uses the standard formula (http://en.wikipedia.org/wiki/Tukey_lambda_distribution). The Pade approximation is used because the standard formula has a removable discontinuity at lambda = 0, and does not produce accurate numerical results near lambda = 0.

tukeylambda_kurtosis(lam)

Kurtosis of the Tukey Lambda distribution.

lam : array_like
The lambda values at which to compute the variance.
v : ndarray
The variance. For lam < -0.25, the variance is not defined, so np.nan is returned. For lam = 0.25, np.inf is returned.