Probabilities.JohnsonUBStat Method

void JohnsonUBStat(Double gamma, Double delta, Double Lambda, Double xi, ref Double AMean, ref Double AVariance, ref Double ASkewness, ref Double AKurtosis)

Johnson unbounded (SU) distribution statistic parameters.

#NameDescription
1AMeanReturns distribution mean estimate.
2AVarianceReturns distribution variance estimate.
3ASkewnessReturns distribution skewness estimate.
4AKurtosisReturns distribution kurtosis estimate.
5gammaDistribution shape parameter, real value.
6deltaDistribution shape parameter, real positive value.
7LambdaDistribution scale parameter, real positive value.
8xiDistribution location parameter, real value.

Result: stored in self (calling object)

Remarks:

Calculates Johnson SU distribution mean, variance, skewness and kurtosis values using parameters gamma, delta, Lambda and xi.