statsmodels.stats.stattools.expected_robust_kurtosis(ab=(5.0, 50.0), dg=(2.5, 25.0))
[source]
Calculates the expected value of the robust kurtosis measures in Kim and White assuming the data are normally distributed.
Parameters: |
|
---|---|
Returns: |
ekr – Contains the expected values of the 4 robust kurtosis measures |
Return type: |
array, 4-element |
See robust_kurtosis
for definitions of the robust kurtosis measures
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.stattools.expected_robust_kurtosis.html