C Library Functions  - stmom4 (3)

NAME

stmom4(3f) - [M_datapac:STATISTICS] compute the fourth central moment (i.e., the kurtosis) of a vector of observations

CONTENTS

Synopsis
Description
Options
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE STMOM4(X,N,Iwrite,Xsmom4)

DESCRIPTION

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.

OPTIONS

X description of parameter
Y description of parameter

EXAMPLES

Sample program:

   program demo_stmom4
   use M_datapac, only : stmom4
   implicit none
   ! call stmom4(x,y)
   end program demo_stmom4

Results:

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

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) July 22, 2023
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