momentskewkurtosis

Return 4 first moments of distribution

Declaration

Source position: line 0

procedure momentskewkurtosis(

const data: array of Extended;

var m1: float;

var m2: float;

var m3: float;

var m4: float;

var skew: float;

var kurtosis: float

); procedure momentskewkurtosis(

const data: PExtended;

const N: Integer;

var m1: float;

var m2: float;

var m3: float;

var m4: float;

var skew: float;

var kurtosis: float

);

Description

momentskewkurtosis calculates the 4 first moments of the distribution of valuesin data and returns them in m1,m2,m3 and m4, as well as the skew and kurtosis.

Errors

None.

Example

program Example32;

{ Program to demonstrate the momentskewkurtosis function. }

uses math;

var distarray:array[1..1000] of float;
    I:longint;
    m1,m2,m3,m4,skew,kurtosis:float;

begin
  randomize;
  for I:=low(distarray) to high(distarray) do
    distarray[i]:=random;
  momentskewkurtosis(DistArray,m1,m2,m3,m4,skew,kurtosis);

  Writeln ('1st moment : ',m1:8:6);
  Writeln ('2nd moment : ',m2:8:6);
  Writeln ('3rd moment : ',m3:8:6);
  Writeln ('4th moment : ',m4:8:6);
  Writeln ('Skew       : ',skew:8:6);
  Writeln ('kurtosis   : ',kurtosis:8:6);
end.

Notes

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