Probabilities.InverseChiSquareStat Method

procedure InverseChiSquareStat(Nu: Integer; out AMean: Double; out AVariance: Double; out ASkewness: Double; out AKurtosis: Double);

Inverse Chi-squared distribution statistic parameters.

#NameDescription
1AMeanReturns distribution mean estimate.
2AVarianceReturns distribution variance estimate.
3ASkewnessReturns distribution skewness estimate.
4AKurtosisReturns distribution kurtosis estimate.
5NuDefines distribution degrees of freedom, positive integer.

Result: stored in self (calling object)

Remarks:

Calculates Inverse Chi-squared distribution mean, variance, skewness and kurtosis values using parameters Mu and Lambda.