stmom4(3f) - [M_datapac:STATISTICS] compute the fourth central moment (i.e., the kurtosis) of a vector of observations
Synopsis
Description
Options
Examples
Author
Maintainer
License
References
SUBROUTINE STMOM4(X,N,Iwrite,Xsmom4)
stmom4(3f) computes the sample standardized fourth central moment of the data in the input vector x.
the sample standardized fourth central moment = (the sample fourth central moment)/((the sample standard deviation)**4).
n (rather than n-1) has been used in the denominator in the calculation of both the sample fourth central moment and the sample standard deviation.
X description of parameter Y description of parameter
Sample program:
program demo_stmom4 use M_datapac, only : stmom4 implicit none ! call stmom4(x,y) end program demo_stmom4Results:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
o Kendall and Stuart, The Advanced Theory of Statistics, Volume 1, Edition 2, 1963, pages 85, 243. o Snedecor and Cochran, Statistical Methods, Edition 6, 1967, pages 86-90.
Nemo Release 3.1 | stmom4 (3) | February 23, 2025 |