cumulants of the skew-normal distribution
Usage
sn_cumulants(shape, n)
Arguments
shape
|
a vector of shape parameter (default is 0).
|
n
|
a scalar integer (default is 4).
|
Description
cumulants of the skew-normal distributionDetails
The moment generating function (hence the cumulant generating function)
of the distribution is given in the refence below.
The computations method used here is unproved analytically but it is
seen to behave correctly up to the order which was checked (n=8
).Value
the cumulants up to order n
of the skew-normal distribution
with location=0
, scale=1
and shape
as selectedReferences
Azzalini, A. (1985).
A class of distributions which includes the normal ones.
Scand. J. Statist.
12, 171-178.See Also
dsn
, zeta
Examples
cum = sn_cumulants([0,1,2,5,10],4)